LIMIT THEOREMS FOR SOLUTIONS TO A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS

被引：23

作者：

ROSENKRANTZ, WA ^{[1
]}

机构：

[1] UNIV MASSACHUSETTS,AMHERST,MA 01002

来源：

关键词：

D O I：

10.1512/iumj.1975.24.24047

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：613 / 625

页数：13

共 14 条

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[3]

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[4]

FRIEDMAN A, TO BE PUBLISHED

[5]

Gihman II, 1972, STOCHASTIC DIFFERENT

[6]

Kato T., 1966, PERTURBATION THEORY, V132, P396

[7] CONVERGENT DIFFUSIONS - DENSITIES AND CONDITIONED PROCESSES [J].

LIGGETT, TM .

[8]

Mandl P., 1968, ANALYTICAL TREATMENT

[9]

ROSENKRANTZ W, TO BE PUBLISHED

[10]

Skorokhod A.V., 1958, THEOR PROBAB APPL, V3, P202