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\\((\\Omega,{\\mathcal F},{\\mathcal F}_{t},P)\\) be a probability space with filtration \\({\\mathcal F}_{t}\\), \\(t\\in[0,T].\\) The author considers the It\u00f4 stochastic equation \\[ \\xi_{\\varepsilon}(t)=x+\\int_0^{t}[b_{\\varepsilon}(\\xi_{\\varepsilon}(s))+ g_{\\varepsilon}(\\xi_{\\varepsilon}(s))]ds+ \\int_0^{t}\\sigma_{\\varepsilon} (\\xi_{\\varepsilon}(s)) dw(s), \\quad t\\in[0,T], \\tag{1} \\] where \\((w(t),{\\mathcal F}_{t})\\) is a standard Wiener process and \\(\\varepsilon\\) is a small parameter. For any \\(\\varepsilon>0\\) the functions \\(b_{\\varepsilon}(x)\\), \\(g_{\\varepsilon}(x)\\) and \\(\\sigma_{\\varepsilon}(x)\\) are measurable and such that there exists a unique weak solution of equation (1). There exist some constants \\(0<\\lambda<\\Lambda\\) such that \\(|g_{\\varepsilon}(x)|\\leq\\Lambda\\), \\(\\lambda\\leq \\sigma_{\\varepsilon}(x)\\leq\\Lambda.\\) For any \\(x\\in R\\) \\(\\bigl|\\int_0^{x}{b_{\\varepsilon}(y)\\over \\sigma_{\\varepsilon}^2(y)} dy\\bigr|\\leq\\Lambda.\\) The author introduces functions \\(b(x)\\), \\(g(x)\\), \\(\\sigma(x)\\) which are close to \\(b_{\\varepsilon}(x)\\), \\(g_{\\varepsilon}(x)\\), \\(\\sigma_{\\varepsilon}(x)\\) and considers the It\u00f4 stochastic equation \\[ \\xi(t)=x+\\int_0^{t}B(\\xi(s)) ds+ \\int_0^{t}\\sigma(\\xi(s)) dw(s), \\tag{2} \\] where \\(B(x)=b(x)+g(x).\\) Let \\(\\mu^{\\varepsilon}\\) be a sequence of probability measures induced by the random processes \\(\\xi^{\\varepsilon}(t)\\) on \\(C([0,T])\\) and let \\(\\mu\\) be a measure induced by the random process \\(\\xi(t)\\) on \\(C([0,T]).\\) The author finds sufficient conditions for weak convergence of the measures \\(\\mu^{\\varepsilon}\\) to the measure \\(\\mu.\\)","type":"string"},"datatype":"string"},"type":"statement","id":"Q4940292$4EACCF6D-8E72-4AD9-B7A6-95D563D4D407","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4940292","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4940292"}}}}}