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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 1, Pages 156–161
DOI: https://doi.org/10.4213/tvp306 (Mi tvp306) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

Limit theorem for one-dimensional stochastic equations

S. Ya. Makhno

Institute of Applied Mathematics and Mechanics, Ukraine National Academy of Sciences
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DOI: https://doi.org/10.4213/tvp306
Abstract: One-dimensional stochastic equations are considered whose coefficients depend on a small parameter. Necessary and sufficient conditions are obtained for the weak convergence of their solutions to the solution of the stochastic equation containing local time of an unknown process.
Keywords: stochastic equations, local time, necessary conditions of convergence, sufficient conditions of convergence.
Received: 30.05.2000
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 1, Pages 164–169
DOI: https://doi.org/10.1137/S0040585X980191
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. Ya. Makhno, “Limit theorem for one-dimensional stochastic equations”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 156–161; Theory Probab. Appl., 48:1 (2004), 164–169
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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