Limit Behavior of Solutions of Stochastic Differential Equations

DOI10.2307/1996315MaRDI QIDQ5670033zbMATH OpenOpenAlexFDO

Authors A. Friedman

Publication date 1972

Full work available at URL https://doi.org/10.2307/1996315

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

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• Classes of solutions of linear systems of partial differential equations of parabolic type
• Diffusion processes with continuous coefficients, I

Cited in

(3)

• Asymptotic Behavior of Solutions of Linear Stochastic Differential Systems
• Probabilistic methods in partial differential equations
• Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter

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