Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations

DOI10.1090/TPMS/953zbMath1322.60091OpenAlexW1411871003MaRDI QIDQ2944736

Svitlana V. Kushnirenko, Grigori L. Kulinich, Yuliya S. Mishura

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/953

zbMATH Keywords

asymptotic behaviorunstable solutionsItō stochastic differential equationsmartingale type functionals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter ⋮ Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter ⋮ Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations ⋮ Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameter ⋮ Limit behavior of functionals of solutions of diffusion type equations

Cites Work

• On the Strong Solutions of Stochastic Differential Equations
• Bessel diffusions as a one-parameter family of diffusion processes
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