Limit Behavior of Solutions of Stochastic Differential Equations

DOI10.2307/1996315zbMath0255.60040OpenAlexW4245627663MaRDI QIDQ5670033

Avner Friedman

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/1996315

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Limit theorems in probability theory (60F99)

Related Items

Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter, Probabilistic methods in partial differential equations, Asymptotic Behavior of Solutions of Linear Stochastic Differential Systems

Cites Work

• Classes of solutions of linear systems of partial differential equations of parabolic type
• Diffusion processes with continuous coefficients, I
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