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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 3, Pages 523–541 (Mi tvp3447)  
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
Full-text PDF (874 kB) Citations (2)
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
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 3, Pages 469–484
DOI: https://doi.org/10.1137/1140051
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by G.~L.~Kulinich, M.~V.~Kharkova
\paper Limit theorems for stochastic differential equations without after-effect
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 3
\pages 523--541
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1401983}
\zmath{https://zbmath.org/?q=an:0971.60501}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 3
\pages 469--484
\crossref{https://doi.org/10.1137/1140051}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VN31700006}
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  • https://www.mathnet.ru/eng/tvp/v40/i3/p523
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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