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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
Limit theorem for one-dimensional stochastic equations
S. Ya. Makhno Institute of Applied Mathematics and Mechanics, Ukraine National Academy of Sciences
Abstract:
One-dimensional stochastic equations are considered whose coefficients depend on a small parameter. Necessary and sufficient conditions are obtained for the weak convergence of their solutions to the solution of the stochastic equation containing local time of an unknown process.
Keywords:
stochastic equations, local time, necessary conditions of convergence, sufficient conditions of convergence.
DOI:
https://doi.org/10.4213/tvp306
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English version:
Theory of Probability and its Applications, 2004, 48:1, 164–169
Bibliographic databases:
Received: 30.05.2000
Citation:
S. Ya. Makhno, “Limit theorem for one-dimensional stochastic equations”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 156–161; Theory Probab. Appl., 48:1 (2004), 164–169
Citation in format AMSBIB
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http://mi.mathnet.ru/eng/tvp306https://doi.org/10.4213/tvp306 http://mi.mathnet.ru/eng/tvp/v48/i1/p156
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This publication is cited in the following articles:
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Sergey Ya. Makhno, Irina A. Yerisova, “Limit theorems for backward stochastic equations”, Theory Stoch. Process., 14(30):2 (2008), 93–107
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Ivan H. Krykun, “Large deviation principle for stochastic equations with local time”, Theory Stoch. Process., 15(31):2 (2009), 140–155
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