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

DOI10.1090/TPMS/953zbMATH Open1322.60091OpenAlexW1411871003MaRDI QIDQ2944736FDOQ2944736

Authors: G. L. Kulinich, Svitlana Kushnirenko, 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

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zbMATH Keywords

asymptotic behaviorunstable solutionsmartingale type functionalsItō stochastic differential equations

Mathematics Subject Classification ID

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

Cites Work

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Cited In (7)

• Limit behavior of functionals of solutions of diffusion type equations
• Title not available (Why is that?)
• Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter
• Weak convergence of integral functionals constructed from solutions of Itô's stochastic differential equations with non-regular dependence on a parameter
• Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter
• Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations
• Galerkin finite element approximations for stochastic space-time fractional wave equations

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