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

DOI10.1137/1127096zbMath0522.60059OpenAlexW1976945032MaRDI QIDQ3672833

Grigori L. Kulinich

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1127096

zbMATH Keywords

weak convergencegeneralized diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (3)

Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter ⋮ On weak convergence of stochastic differential equations with irregular coefficients ⋮ Sufficient conditions for convergence of solutions of stochastic equations

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