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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 3, Pages 523–541
(Mi tvp3447)
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This article is cited in 2 scientific papers (total in 2 papers)
Limit theorems for stochastic differential equations without after-effect
G. L. Kulinich, M. V. Kharkovaa a National Taras Shevchenko University of Kyiv, Faculty of Mechanics and Mathematics
Abstract:
The paper studies the limit behavior of a solution of a stochastic differential equation (SDE) without after-effect when the dependence of the equation coefficients on a parameter is nonregular and an unbounded growth in the parameter is accepted at some points of $\mathbf{R}^m $.
Keywords:
nonregular dependence of the equation coefficients on the parameter, weak convergence of the modulus of an equation, equations with coefficients degenerated at the limit.
Received: 10.08.1992 Revised: 18.11.1993
Citation:
G. L. Kulinich, M. V. Kharkova, “Limit theorems for stochastic differential equations without after-effect”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 523–541; Theory Probab. Appl., 40:3 (1995), 469–484
Linking options:
https://www.mathnet.ru/eng/tvp3447 https://www.mathnet.ru/eng/tvp/v40/i3/p523
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Abstract page: | 187 | Full-text PDF : | 56 | First page: | 28 |
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