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This article is cited in 7 scientific papers (total in 7 papers)
Convergence of solutions of one-dimensional stochastic equations
S. Ya. Makhno Institute of Applied Mathematics and Mechanics, Ukraine National Academy of Sciences
Abstract:
One-dimensional stochastic equations are considered whose coefficients depend on a small parameter in an irregular way. In terms of coefficients, necessary and sufficient conditions are obtained for the weak convergence of their solutions to the solution of the stochastic equation. Examples are given.
Keywords:
stochastic equations, limit theorems, necessary conditions of convergence, sufficient conditions of convergence.
Received: 02.05.1997
Citation:
S. Ya. Makhno, “Convergence of solutions of one-dimensional stochastic equations”, Teor. Veroyatnost. i Primenen., 44:3 (1999), 555–572; Theory Probab. Appl., 44:3 (2000), 595–510
Linking options:
https://www.mathnet.ru/eng/tvp803https://doi.org/10.4213/tvp803 https://www.mathnet.ru/eng/tvp/v44/i3/p555
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Abstract page: | 306 | Full-text PDF : | 166 | First page: | 23 |
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