Convergence of diffusion processes. II

Sufficient conditions for weak convergence of solutions of stochastic equations in terms of convergence of coefficients are obtained.

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Bibliographic Details
Date:1992
Main Authors: Makhno, S. Ya., Махно, С. Я.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 1992
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/8236
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal