Existence of a limit distribution of a solution of a linear inhomogeneous stochastic differential equation

DOI10.1090/S0094-9000-09-00761-3MaRDI QIDQ5391371zbMATH OpenOpenAlexWikidataFDO

Authors D. O. Ivanenko

Publication date 6 April 2011

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

Full work available at URL https://doi.org/10.1090/s0094-9000-09-00761-3

zbMATH Keywords

Itô's formulalimit distributionPoisson measureTauberian theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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