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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 548–551 (Mi tvp737)  

This article is cited in 15 scientific papers (total in 15 papers)

Short Communications

On the limit behaviour of the solution of a stochastic diffusion equation

G. L. Kulinich

Kiev
Abstract: The probability density of the limit distribution of the process $f(\xi(tT))/\sqrt T$ as $T\to\infty$ is found where
$$ f(x)=\int_0^x\exp\biggl\{-2\int_{-\infty}^y\biggl[\frac{a(u)}{\sigma^2(u)}-\frac12\frac{\sigma'(u)}{\sigma(u)}\biggr]\,du\biggr\}\frac{dy}{\sigma(y)}, $$
and $\xi(t)$ is the solution of stochastic diffusion equation (1).
Received: 14.06.1966
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 3, Pages 497–499
DOI: https://doi.org/10.1137/1112060
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: G. L. Kulinich, “On the limit behaviour of the solution of a stochastic diffusion equation”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 548–551; Theory Probab. Appl., 12:3 (1967), 497–499
Citation in format AMSBIB
\Bibitem{Kul67}
\by G.~L.~Kulinich
\paper On the limit behaviour of the solution of a~stochastic diffusion equation
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 3
\pages 548--551
\mathnet{http://mi.mathnet.ru/tvp737}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=215365}
\zmath{https://zbmath.org/?q=an:0183.19802}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 3
\pages 497--499
\crossref{https://doi.org/10.1137/1112060}
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  • https://www.mathnet.ru/eng/tvp/v12/i3/p548
  • This publication is cited in the following 15 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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