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The asymptotic normality of the solution of the stochastic diffusion equation

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Literature cited

  1. I.I. Gikhman and A. V. Skorokhod, Introduction to the Theory of Random Processes [in Russian], Nauka (1965).

  2. A. V. Skorokhod, Investigations in the Theory of Random Processes [in Russian], Izd-vo Kievskogo Un-ta, Kiev (1961).

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  3. E. B. Dynkin, Markov Processes [in Russian], Fizmatgiz, Moscow (1963).

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  4. G.L. Kulinich, “The limiting behavior of the solution of the stochastic diffusion equation,” Ukrainsk. Matem. Zh.,19, No.2 (1967).

  5. G.L. Kulinich, “One theorem concerning the limiting behavior of the solution of the stochastic diffusion equation,” Teoriya Veroyatn. i ee Primen.,3 (1967).

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol.20, No.3, pp.396–400, May–June, 1968.

In conclusion, I would like to express my gratitude to Professor A. V. Skorokhod for suggesting the problem to me and for his attention to the work.

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Kulinich, G.L. The asymptotic normality of the solution of the stochastic diffusion equation. Ukr Math J 20, 344–347 (1968). https://doi.org/10.1007/BF01085952

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