On Necessary and Sufficient Conditions for Convergence of Solutions to One-Dimensional Stochastic Diffusion Equations with a Nonregular Dependence of the Coefficients on a Parameter

DOI10.1137/1127096MaRDI QIDQ3672833zbMATH OpenOpenAlexFDO

Authors G. L. Kulinich

Publication date 1982

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

Full work available at URL https://doi.org/10.1137/1127096

zbMATH Keywords

weak convergencegeneralized diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(3)

• On weak convergence of stochastic differential equations with irregular coefficients
• Sufficient conditions for convergence of solutions of stochastic equations
• Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter

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