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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 3, Pages 502–506 (Mi tvp872)

This article is cited in 2 papers

Short Communications

Limit distributions of a solution of a stochastic diffusion equation

G. L. Kulinich

Kiev

Abstract: The process $\xi(t)$ being a solution of the stochastic diffusion equation (1), $0<t\le1$, the limit distribution of the process $T^{-1/2}\mathrm g(\xi(tT))$, where
$$ \mathrm g(x)=\int_0^x\exp\Bigl\{-2\int_0^u\frac{a(v)}{\sigma^2(v)}\,dv\Bigr\}\,du, $$
as $T\to\infty$ is considered.

Received: 13.07.1966


 English version:
Theory of Probability and its Applications, 1968, 13:3, 478–482

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