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

zbMATH Open1224.60206MaRDI QIDQ626366FDOQ626366

Authors: M. M. Osypchuk, M.Ī. Portenko 

Publication date: 22 February 2011

Published in: Matematychni Studiï (Search for Journal in Brave)

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zbMATH Keywords

driftdiffusion processdiffusion coefficientscrossings a level

Mathematics Subject Classification ID

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

Cited In (5)

• On the number of crossings of some levels by a sequence of diffusion processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Integral and local limit theorems for level crossings of diffusions and the Skorohod problem
• Limit theorems for the number of crossings of a fixed plane by certain sequences of generalized diffusion processes

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