Limit distribution of additive functionals of diffusion processes

R. Z. Khas'minskii

Institute for Information Transmission Problems, USSR Academy of Sciences

Abstract: We shall investigate the asymptotic behavior of a bounded solution of problem (2) for $s\to0$. The results are applied to the study of the behavior of the solution of a parabolic equation for $t\to\infty$ and of the limit behavior of some functionals of Markov processes.

UDC: 519.2

Received: 02.01.1968

 English version: Mathematical Notes, 1968, 4:5, 850–856

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