Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter
DOI10.15559/16-VMSTA58zbMath1352.60049arXiv1607.03661MaRDI QIDQ340833
Yuliya S. Mishura, Grigori L. Kulinich, Svitlana V. Kushnirenko
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.03661
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Related Items (2)
Cites Work
- Limit behavior of the distribution of the solution of a stochastic diffusion equation
- Limit behavior of functionals of solutions of diffusion type equations
- 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 Necessary and Sufficient Conditions for Convergence of Solutions to One-Dimensional Stochastic Diffusion Equations with a Nonregular Dependence of the Coefficients on a Parameter
- On the Strong Solutions of Stochastic Differential Equations
- On Itô’s Stochastic Integral Equations
- Limit Behavior of Solutions of Stochastic Differential Equations
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