Limit theorem for one-dimensional stochastic equations

被引：2

作者：

Makhno, SY ^{[1
]}

机构：

[1] NAS Ukraine, Inst Appl Math & Mech, UA-83114 Donetsk, Ukraine

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2003年 / 48卷 / 01期

关键词：

stochastic equations; local time; necessary conditions of convergence; sufficient conditions of convergence;

D O I：

10.1137/S0040585X980191

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：164 / 169

页数：6

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