On functional limit theorems for solutions of stochastic equations

DOI10.1016/S0304-4149(98)00099-4zbMath0962.60009MaRDI QIDQ1592448

Sergei Ya. Makhno

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationslarge deviationsweak convergence of measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (1)

One-dimensional stochastic equations in layered media with semi-permeable barriers

Cites Work

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• Homogenization of nonlinear elliptic systems with zero order term coupling
• A central limit theorem for diffusions with periodic coefficients
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• On the behavior of solutions of quasilinear elliptic equations of second order in unbounded domains

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