scientific article; zbMATH DE number 177720

[For the entire collection see Zbl 0752.00042.] Consider a sequence of stochastic differential equations of functional type: \[ d\xi^{(n)}_ t=\alpha_ t^{(n)}\left(\xi^{(n)}_{(\cdot)},\eta^{(n)}_{(\cdot)}\right)dt+B _ t\left(\xi^{(n)}_{(\cdot)}\right)dW_ t,\;0\leq t\leq T,\quad\xi^{(n)}_ 0=\eta,\;n=0,1,\dots, \] where \(W_ t\), \(0\leq t\leq T\), is a standard multidimensional Wiener process, \(\eta^{(n)}_ t\), \(0\leq t\leq T\), \(n=0,1,\dots\), is a sequence of stochastic processes taking values in a metric space. Sufficient conditions, imposed on \(\alpha_ t^{(n)}(x,u)\), \(n=0,1,\dots\), and \(B_ t(x)\), are provided such that \[ \eta^{(n)}_ t@>P>>\eta^{(0)}_ t\;\text{ for all } t\in[0,T],\quad\text{ and } \alpha^{(n)}_ t(x,u)\to\alpha_ t^{(0)}(x,u)\;\text{ for all } (x,u) \] imply the weak convergence of \(\xi^{(n)}\) to \(\xi^{(0)}\).

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