This article is cited in 2 papers

Short Communications

On small perturbations of coefficients of a diffusion process

M. I. Freidlin

Moscow

Abstract: It is proved that the sample paths of a diffusion process converge in probability uniformly provided that the coefficients $b_i(x)$ in (1) converge in the weak sense. Hence follow some theorems on Dirichlet problem solutions.

Received: 21.12.1965

 English version: Theory of Probability and its Applications, 1967, 12:3, 487–490

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