The limit stochastic equation changes type
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
The limit stochastic equation changes type
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| Creator |
Makhno, S.Ya.
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| Description |
We study the weak convergence of solutions of the Itˆo stochastic equation, whose coeffcients depend on a small parameter. Conditions under which the limit process changes the type and will be a solution of the stochastic equation with a local time are obtained. |
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| Date |
2009-11-09T15:36:12Z
2009-11-09T15:36:12Z 2005 |
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| Type |
Article
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| Identifier |
The limit stochastic equation changes type / S.Ya.Makhno // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 104–109. — Бібліогр.: 11 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4431 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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