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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1967 Volume 12, Issue 3, Pages 458–482 (Mi tvp728)

This article is cited in 7 papers

О сходимости к диффузионным процессам

A. A. Borovkov

Institute of Mathematics, Siberian Branch of USSR Academy of Sciences

Abstract: This paper is a continuation of [1]. We consider a class of processes that are close in a sence to markovian diffusion processes (including those with boundary conditions). We study distributions of some functdonals of these “asymptotically markovian processes”.

Received: 17.01.1966


 English version:
Theory of Probability and its Applications, 1967, 12:3, 405–431

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