scientific article; zbMATH DE number 736263

zbMath0820.60058MaRDI QIDQ4326607

Mark I. Freidlin, Alexander D. Wentzell

Publication date: 22 March 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergenceFeller propertyelliptic second order differential operators

Mathematics Subject Classification ID

Diffusion processes (60J60) Convergence of probability measures (60B10) Second-order parabolic equations (35K10)

Related Items (6)

On diffusion in narrow random channels ⋮ Large deviations principle for a large class of one-dimensional Markov processes ⋮ On the Neumann problem for PDE's with a small parameter and the corresponding diffusion processes ⋮ Smoluchowski-Kramers approximation in the case of variable friction ⋮ A Donsker theorem to simulate one-dimensional processes with measurable coefficients ⋮ A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients

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