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Limit theorems for the number of crossings of a fixed plane by certain sequences of generalized dbffusion processes

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Abstract

We characterize the weak convergence of certain sequences of generalized diffusion processes by using a specific functional of a process, namely, the number of crossings of a fixed plane by this process.

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Authors and Affiliations

  1. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev

    L. V. Goshko & N. I. Portenko

Authors
  1. L. V. Goshko
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  2. N. I. Portenko
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 357–371, April, 1994.

This work was partially supported by the Ukrainian State Committee on Science and Technology.

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Goshko, L.V., Portenko, N.I. Limit theorems for the number of crossings of a fixed plane by certain sequences of generalized dbffusion processes. Ukr Math J 46, 373–388 (1994). https://doi.org/10.1007/BF01060407

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