On Necessary and Sufficient Conditions for Convergence of Solutions to One-Dimensional Stochastic Diffusion Equations with a Nonregular Dependence of the Coefficients on a Parameter

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Previous article Next article On Necessary and Sufficient Conditions for Convergence of Solutions to One-Dimensional Stochastic Diffusion Equations with a Nonregular Dependence of the Coefficients on a ParameterG. L. KulinichG. L. Kulinichhttps://doi.org/10.1137/1127096PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] G. L. Kulinich, Limit theorems for homogeneous stochastic differential equations with a nonregular dependence of coefficients on a parameter, Teoria Ver. i Matem. Statist., 15 (1976), 99–113, (In Russian.) 0399.60050 Google Scholar[2] G. L. Kulinich, The estimation of the drift parameter of a stochastic diffusion equation, Theory Prob. Appl., 20 (1975), 384–387 0341.62070 LinkGoogle Scholar[3] N. V. Krylov, Controlled diffusion processes, Applications of Mathematics, Vol. 14, Springer-Verlag, New York, 1980xii+308 82a:60062 0459.93002 CrossrefGoogle Scholar[4] A. V. Skorokhod, Studies in the theory of random processes, Translated from the Russian by Scripta Technica, Inc, Addison-Wesley Publishing Co., Inc., Reading, Mass., 1965viii+199 32:3082b 0146.37701 Google Scholar[5] A. Yu. Veretennikov, On the Strong solutions of stochastic differential equations, Theory Prob. Appl., 24 (1979), 354–366 0434.60064 LinkGoogle Scholar[6] I. I. Gikhman and , A. V. Skorokhod, Stochastic Differential Equations, Springer-Verlag, New York, 1972 0242.60003 CrossrefGoogle Scholar[7] N. I. Portenko, Stochastic differential equations with a generalized drift vector, Theory Prob. Appl., 24 (1979), 338–353 0434.60062 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails A New Method for Employing Feedback to Improve Coding PerformanceIEEE Transactions on Information Theory, Vol. 66, No. 11 Cross Ref Convergence of Unstable Solutions of SDEs to Homogeneous Markov Processes with Discontinuous Transition Density30 April 2020 Cross Ref Introduction to Unstable Processes and Their Asymptotic Behavior30 April 2020 Cross Ref Convergence of Solutions of One-Dimensional Stochastic EquationsS. Ya. Makhno25 July 2006 | Theory of Probability & Its Applications, Vol. 44, No. 3AbstractPDF (166 KB)“Skew-Brownian Motion” and Derived ProcessesY. Ouknine17 July 2006 | Theory of Probability & Its Applications, Vol. 35, No. 1AbstractPDF (631 KB) Volume 27, Issue 4| 1983Theory of Probability & Its Applications History Submitted:01 April 1980Published online:17 July 2006 InformationCopyright © 1983 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1127096Article page range:pp. 856-862ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics