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Convergence of diffusion processes. II

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Abstract

Sufficient conditions for weak convergence of solutions of stochastic equations in terms of convergence of coefficients are obtained.

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Literature cited

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Authors and Affiliations

  1. Institute of Applied Mathematics and Mechanics, Ukrainian Academy of Sciences, Donetsk

    S. Ya. Makhno

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  1. S. Ya. Makhno
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 10, pp. 1389–1395, October, 1992.

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Makhno, S.Y. Convergence of diffusion processes. II. Ukr Math J 44, 1276–1282 (1992). https://doi.org/10.1007/BF01057685

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  • DOI: https://doi.org/10.1007/BF01057685

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