Passage to the Limit in Itô Stochastic Equations

DOI10.1137/1133001zbMath0671.60052OpenAlexW2089677496MaRDI QIDQ3823575

L. A. Alyushina, Nicolai V. Krylov

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1137/1133001

zbMATH Keywords

stochastic differential equationsdiffusion processesexistence of a weakly converging subsequence

Mathematics Subject Classification ID

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

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\(G\)-convergence of parabolic operators and weak convergence of solutions of diffusion equations ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations

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