On Convergence Of Transition Probability Densities Of One-Dimensional Diffusions

DOI10.1080/17442509208833789zbMath0762.60049OpenAlexW1985276575MaRDI QIDQ4022725

Andrzej Rozkosz

Publication date: 17 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833789

zbMATH Keywords

stochastic differential equationdiffusion processtransition probability densityconvergence problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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