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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 3, Pages 502–506
(Mi tvp872)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
Limit distributions of a solution of a stochastic diffusion equation
G. L. Kulinich Kiev
Abstract:
The process $\xi(t)$ being a solution of the stochastic diffusion equation (1), $0<t\le1$, the limit distribution of the process $T^{-1/2}\mathrm g(\xi(tT))$, where
$$
\mathrm g(x)=\int_0^x\exp\Bigl\{-2\int_0^u\frac{a(v)}{\sigma^2(v)}\,dv\Bigr\}\,du,
$$
as $T\to\infty$ is considered.
Received: 13.07.1966
Citation:
G. L. Kulinich, “Limit distributions of a solution of a stochastic diffusion equation”, Teor. Veroyatnost. i Primenen., 13:3 (1968), 502–506; Theory Probab. Appl., 13:3 (1968), 478–482
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https://www.mathnet.ru/eng/tvp872 https://www.mathnet.ru/eng/tvp/v13/i3/p502
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