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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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Bibliographic Details
Date:	2005
Main Author:	Makhno, S.Ya.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2005
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

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