On weak convergence of stochastic differential equations with irregular coefficients

DOI10.1007/s10958-023-06506-xzbMath1519.60055OpenAlexW4380606572MaRDI QIDQ6113263

Ivan Hryhorovych Krykun

Publication date: 8 August 2023

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-023-06506-x

zbMATH Keywords

local timeItô stochastic differential equationsweak convergence of measuresmeasures generated by random processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

Cites Work

• One-dimensional stochastic equations in layered media with semi-permeable barriers
• The Peano phenomenon for Itō equations
• On skew Brownian motion
• Convergence of skew Brownian motions with local times at several points that are contracted into a single one
• Brownian motions on a half line
• Convergence of Solutions of One-Dimensional Stochastic Equations
• Functional law of the iterated logarithm type for a skew Brownian motion
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• 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
• On the Strong Solutions of Stochastic Differential Equations
• Limit Theorem for One-Dimensional Stochastic Equations
• Diffusion processes in a composite environment
• Convergence of diffusion processes
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