Limit theorems for diffusion-type processes in $R^m$
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...
Збережено в:
| Дата: | 1993 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1993
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/5942 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | 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 conditions under which the weak convergence of the solutions of stochastic equations implies their strong convergence are established as well. |
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