Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter

DOI10.15559/17-VMSTA83zbMath1386.60203arXiv1711.01168MaRDI QIDQ1686350

Svitlana V. Kushnirenko, Grigori L. Kulinich

Publication date: 22 December 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01168

zbMATH Keywords

diffusion-type processesasymptotic behavior of functionalsnonregular dependence on the parameter

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter
• Limit behavior of the distribution of the solution of a stochastic diffusion equation
• Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
• Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations
• On the Strong Solutions of Stochastic Differential Equations

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