Limit Theorem for One-Dimensional Stochastic Equations

DOI10.1137/S0040585X980191zbMath1055.60060OpenAlexW2152659288MaRDI QIDQ4830843

Sergei Ya. Makhno

Publication date: 16 December 2004

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

Full work available at URL: https://doi.org/10.1137/s0040585x980191

zbMATH Keywords

stochastic equationslocal timesufficient conditions of convergencenecessary conditions of convergence

Mathematics Subject Classification ID

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

Related Items (2)

One-dimensional stochastic equations in layered media with semi-permeable barriers ⋮ On weak convergence of stochastic differential equations with irregular coefficients

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