Limit theorems for diffusion-type processes in $R^m$

• Дата: 1993
• Автори: Pisanets, S. I., Писанец, С. И.
• Формат: Стаття
• Мова: Російська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 1993
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/5942
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

For a sequence of stochastic equations of diffusion type, conditions that are close to necessary and sufficient ones are established for the weak convergence of measures $\mu _{(\xi ^{(n)} ,w)},\; n = 1, ... ,$ associated with the solutions, to the limiting measure $\mu _{(\xi ^{(0)} ,w)}$. The co...