Limit behavior of functionals of solutions of diffusion type equations

DOI10.1090/TPMS/985zbMath1345.60029OpenAlexW2496991642MaRDI QIDQ2817052

Yuliya S. Mishura, Svitlana V. Kushnirenko, Grigori L. Kulinich

Publication date: 29 August 2016

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/985

zbMATH Keywords

weak convergencestochastic differential equationsdiffusion processesfunctionals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter ⋮ Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameter

Cites Work

• 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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