G. L. Kulinich, M. V. Kharkova, “Limit theorems for stochastic differential equations without after-effect”, Teor. Veroyatnost. i Primenen., 1995, Volume 40, Issue 3,Pages <nobr>523

This article is cited in 2 papers

Limit theorems for stochastic differential equations without after-effect

G. L. Kulinich, M. V. Kharkova^a

^a National Taras Shevchenko University of Kyiv, Faculty of Mechanics and Mathematics

Abstract: The paper studies the limit behavior of a solution of a stochastic differential equation (SDE) without after-effect when the dependence of the equation coefficients on a parameter is nonregular and an unbounded growth in the parameter is accepted at some points of $\mathbf{R}^m $.

Keywords: nonregular dependence of the equation coefficients on the parameter, weak convergence of the modulus of an equation, equations with coefficients degenerated at the limit.

Received: 10.08.1992
Revised: 18.11.1993