The limit stochastic equation changes type
We study the weak convergence of solutions of the Itˆo stochastic equation, whose
 coeffcients depend on a small parameter. Conditions under which the limit process
 changes the type and will be a solution of the stochastic equation with a local time
 are obtained.
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| Datum: | 2005 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Інститут математики НАН України
2005
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4431 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | The limit stochastic equation changes type / S.Ya.Makhno // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 104–109. — Бібліогр.: 11 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862598941005053952 |
|---|---|
| author | Makhno, S.Ya. |
| author_facet | Makhno, S.Ya. |
| citation_txt | The limit stochastic equation changes type / S.Ya.Makhno // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 104–109. — Бібліогр.: 11 назв.— англ. |
| collection | DSpace DC |
| description | We study the weak convergence of solutions of the Itˆo stochastic equation, whose
coeffcients depend on a small parameter. Conditions under which the limit process
changes the type and will be a solution of the stochastic equation with a local time
are obtained.
|
| first_indexed | 2025-11-27T21:00:47Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4431 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-27T21:00:47Z |
| publishDate | 2005 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Makhno, S.Ya. 2009-11-09T15:36:12Z 2009-11-09T15:36:12Z 2005 The limit stochastic equation changes type / S.Ya.Makhno // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 104–109. — Бібліогр.: 11 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4431 519.21 We study the weak convergence of solutions of the Itˆo stochastic equation, whose
 coeffcients depend on a small parameter. Conditions under which the limit process
 changes the type and will be a solution of the stochastic equation with a local time
 are obtained. en Інститут математики НАН України The limit stochastic equation changes type Article published earlier |
| spellingShingle | The limit stochastic equation changes type Makhno, S.Ya. |
| title | The limit stochastic equation changes type |
| title_full | The limit stochastic equation changes type |
| title_fullStr | The limit stochastic equation changes type |
| title_full_unstemmed | The limit stochastic equation changes type |
| title_short | The limit stochastic equation changes type |
| title_sort | limit stochastic equation changes type |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4431 |
| work_keys_str_mv | AT makhnosya thelimitstochasticequationchangestype AT makhnosya limitstochasticequationchangestype |