On the number of crossings of an arbitrary level by the sequence of diffusion processes with the periodic coefficients

MaRDI QIDQ626366zbMATHFDO

Authors M. M. Osypchuk, M.Ī. Portenko

Publication date 22 February 2011

Published in Matematychni Studiï (Search for Journal in Brave)

zbMATH Keywords

driftdiffusion processdiffusion coefficientscrossings a level

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Limit theorems for the number of crossings of a fixed plane by certain sequences of generalized diffusion processes
• Integral and local limit theorems for level crossings of diffusions and the Skorohod problem

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