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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| Date: | 2005 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2005
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4431 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4431 |
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
The limit stochastic equation changes type |
| spellingShingle |
The limit stochastic equation changes type Makhno, S.Ya. |
| title_short |
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_sort |
limit stochastic equation changes type |
| author |
Makhno, S.Ya. |
| author_facet |
Makhno, S.Ya. |
| publishDate |
2005 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4431 |
| 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. |
| work_keys_str_mv |
AT makhnosya thelimitstochasticequationchangestype AT makhnosya limitstochasticequationchangestype |
| first_indexed |
2025-11-27T21:00:47Z |
| last_indexed |
2025-11-27T21:00:47Z |
| _version_ |
1850852804714823680 |