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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 536–540
(Mi tvp735)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp735 https://www.mathnet.ru/eng/tvp/v12/i3/p536
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