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Teor. Veroyatnost. i Primenen., 1967, Volume 12, Issue 3, Pages 458–482 (Mi tvp728)  

О сходимости к диффузионным процессам

A. A. Borovkov

Institute of Mathematics, Siberian Branch of USSR Academy of Sciences

Abstract: This paper is a continuation of [1]. We consider a class of processes that are close in a sence to markovian diffusion processes (including those with boundary conditions). We study distributions of some functdonals of these “asymptotically markovian processes”.

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English version:
Theory of Probability and its Applications, 1967, 12:3, 405–431

Bibliographic databases:

Received: 17.01.1966

Citation: A. A. Borovkov, “О сходимости к диффузионным процессам”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 458–482; Theory Probab. Appl., 12:3 (1967), 405–431

Citation in format AMSBIB
\Bibitem{Bor67}
\by A.~A.~Borovkov
\paper О~сходимости к диффузионным процессам
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 3
\pages 458--482
\mathnet{http://mi.mathnet.ru/tvp728}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=217875}
\zmath{https://zbmath.org/?q=an:0259.60033}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 3
\pages 405--431
\crossref{https://doi.org/10.1137/1112052}


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