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
DOI10.1137/1127096zbMATH Open0522.60059OpenAlexW1976945032MaRDI QIDQ3672833FDOQ3672833
Authors: G. L. Kulinich Edit this on Wikidata
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
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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