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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 3, Pages 502–506 (Mi tvp872)  

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
Full-text PDF (249 kB) Citations (2)
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
English version:
Theory of Probability and its Applications, 1968, Volume 13, Issue 3, Pages 478–482
DOI: https://doi.org/10.1137/1113058
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Kul68}
\by G.~L.~Kulinich
\paper Limit distributions of a~solution of a~stochastic diffusion equation
\jour Teor. Veroyatnost. i Primenen.
\yr 1968
\vol 13
\issue 3
\pages 502--506
\mathnet{http://mi.mathnet.ru/tvp872}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=239671}
\zmath{https://zbmath.org/?q=an:0177.21303|0165.19201}
\transl
\jour Theory Probab. Appl.
\yr 1968
\vol 13
\issue 3
\pages 478--482
\crossref{https://doi.org/10.1137/1113058}
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  • https://www.mathnet.ru/eng/tvp/v13/i3/p502
  • 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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