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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2003 Volume 48, Issue 1, Pages 156–161 (Mi tvp306)

This article is cited in 5 papers

Short Communications

Limit theorem for one-dimensional stochastic equations

S. Ya. Makhno

Institute of Applied Mathematics and Mechanics, Ukraine National Academy of Sciences

Abstract: One-dimensional stochastic equations are considered whose coefficients depend on a small parameter. Necessary and sufficient conditions are obtained for the weak convergence of their solutions to the solution of the stochastic equation containing local time of an unknown process.

Keywords: stochastic equations, local time, necessary conditions of convergence, sufficient conditions of convergence.

Received: 30.05.2000

DOI: 10.4213/tvp306


 English version:
Theory of Probability and its Applications, 2004, 48:1, 164–169

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