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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 536–540 (Mi tvp735)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On small perturbations of coefficients of a diffusion process

M. I. Freidlin

Moscow
Full-text PDF (295 kB) Citations (2)
Abstract: It is proved that the sample paths of a diffusion process converge in probability uniformly provided that the coefficients $b_i(x)$ in (1) converge in the weak sense. Hence follow some theorems on Dirichlet problem solutions.
Received: 21.12.1965
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 3, Pages 487–490
DOI: https://doi.org/10.1137/1112058
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. I. Freidlin, “On small perturbations of coefficients of a diffusion process”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 536–540; Theory Probab. Appl., 12:3 (1967), 487–490
Citation in format AMSBIB
\Bibitem{Fre67}
\by M.~I.~Freidlin
\paper On small perturbations of coefficients of a~diffusion process
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 3
\pages 536--540
\mathnet{http://mi.mathnet.ru/tvp735}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=215364}
\zmath{https://zbmath.org/?q=an:0209.49203}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 3
\pages 487--490
\crossref{https://doi.org/10.1137/1112058}
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  • https://www.mathnet.ru/eng/tvp/v12/i3/p536
  • 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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