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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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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DOI: https://doi.org/10.1007/BF01060407