Short Communications

Two limit theorems for diffusion type stochastic equations

S. I. Pisanez

Institute of Mathematics, Ukrainian National Academy of Sciences

Abstract: This paper investigates the convergence conditions of solutions of diffusion type stochastic equations to the solution of the same type equation.

Keywords: probability space, diffusion type stochastic equation, convergence of solutions, limit theorem.

Received: 02.07.1987

 English version: Theory of Probability and its Applications, 1994, 39:4, 708–713

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