Limit Theorem for One-Dimensional Stochastic Equations

DOI10.1137/S0040585X980191MaRDI QIDQ4830843zbMATH OpenOpenAlexFDO

Authors S. Ya. Makhno

Publication date 16 December 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x980191

zbMATH Keywords

local timenecessary conditions of convergencestochastic equationssufficient conditions of convergence

Mathematics Subject Classification ID

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

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(12)

• Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients
• A limit theorem for stochastic equations with the local time
• scientific article; zbMATH DE number 4129758 (Why is no real title available?)
• One-dimensional stochastic equations in layered media with semi-permeable barriers
• Stochastic Newton equation in strong potential limit
• The limit theorem for solutions of stochastic equations with local time.
• scientific article; zbMATH DE number 4020123 (Why is no real title available?)
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• The limit stochastic equation changes type
• Stochastic Newton equations in the strong potential limit for the multi-dimensional case
• On weak convergence of stochastic differential equations with irregular coefficients
• Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter

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