Mixing “In the sense of Ibragimov.” Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of wiener processes. Some applications. I
We prove that a bounded 1-periodic function of a solution of a time-homogeneous diffusion equation with 1-periodic coefficients forms a process that satisfies the condition of uniform strong mixing. We obtain an estimate for the rate of approach of a certain normalized integral functional of a solut...
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| Date: | 2010 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2010
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2905 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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