Abstract
We consider the weak convergence of measures generated by solutions of linear evolution equations depending on diffusion processes to the Gaussian measure as a small parameter tends to zero.
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 2, pp. 213–219, February, 1995.
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Kolomiets, Y.V. On weak convergence of solutions of random perturbed evolution equations. Ukr Math J 47, 250–258 (1995). https://doi.org/10.1007/BF01056715
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DOI: https://doi.org/10.1007/BF01056715