Weak convergence of integral functionals constructed from solutions of Itô's stochastic differential equations with non-regular dependence on a parameter

DOI10.1090/TPMS/1037MaRDI QIDQ4686491zbMATH OpenOpenAlexFDO

Authors G. L. Kulinich, Svitlana Kushnirenko, Yuliya S. Mishura

Publication date 10 October 2018

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1037

zbMATH Keywords

diffusion type processeslimit behavior of integral functionalsnon-regular dependence on a parameter

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter
• Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
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• Limit behavior of functionals of solutions of diffusion type equations
• Limit behavior of the distribution of the solution of a stochastic diffusion equation
• On Itô’s Stochastic Integral Equations
• On the Strong Solutions of Stochastic Differential Equations

Cited in

(3)

• Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter
• Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter
• Weak and strong solutions of Generalized Itô's Stochastic Functional Differential Equations

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