scientific article; zbMATH DE number 18822
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[For the entire collection see Zbl 0732.00014.] Let \[ \xi^ \varepsilon(t)=x^ \varepsilon+\int^ t_ 0 b^ \varepsilon(s,\xi^ \varepsilon(s))ds+\int^ t_ 0 \sigma^ \varepsilon(s,\xi^ \varepsilon(s))dW^ \varepsilon\tag{1} \] be a family of stochastic differential equations. The coefficients in (1) have, in general, no limit as \(\varepsilon\to 0\). The author formulates necessary and sufficient conditions of weak convergence of solutions of (1) to a solution of a certain stochastic differential equation as \(\varepsilon\to 0\). He gives also examples applying the obtained results.
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