2019
Том 71
№ 11

All Issues

Limit theorems for diffusion-type processes in $R^m$

Pisanets S. I.

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Abstract

For a sequence of stochastic equations of diffusion type, conditions that are close to necessary and sufficient ones are established for the weak convergence of measures $\mu _{(\xi ^{(n)} ,w)},\; n = 1, ... ,$ associated with the solutions, to the limiting measure $\mu _{(\xi ^{(0)} ,w)}$. The conditions under which the weak convergence of the solutions of stochastic equations implies their strong convergence are established as well.

English version (Springer): Ukrainian Mathematical Journal 45 (1993), no. 10, pp 1539-1547.

Citation Example: Pisanets S. I. Limit theorems for diffusion-type processes in $R^m$ // Ukr. Mat. Zh. - 1993. - 45, № 10. - pp. 1371–1378.

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