Abstract
We prove that a sequence of diffusion processes in ℝn that are Brownian motions with drift unboundedly increasing in modulus and directed to a manifold converges in distribution to the Brownian motion on the manifold.
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Original Russian Text © P. Yu. Tarasenko, 2009, published in Matematicheskie Zametki, 2009, Vol. 86, No. 6, pp. 903–911.
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Tarasenko, P.Y. The limit of measures generated by diffusions with unboundedly increasing drift. Math Notes 86, 842–849 (2009). https://doi.org/10.1134/S0001434609110261
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DOI: https://doi.org/10.1134/S0001434609110261