Limit Theorems for Diffusion-Type Processes in $R^m $
S. I. Pisanets · Theory of Probability and Its Applications · 1982
Previous article Next article Limit Theorems for Diffusion-Type Processes in $R^m $S. I. PisanetsS. I. Pisanetshttps://doi.org/10.1137/1126064PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] I. I. Gikhman and , A. V. Skorokhod, Stochastic differential equations, Springer-Verlag, New York, 1972viii+354, (Ergebnisse der Mathematik und Ihrer Grenzgebiete: Vol. 72) 49:11625 CrossrefGoogle Scholar[2] A. K. Zvonkin and , N. V. Krylov, Strong solutions of stochastic differential equations, Proceedings of the School and Seminar on the Theory of Random Processes (Druskininkai, 1974), Part II (Russian), Inst. Fiz. i Mat. Akad. Nauk Litovsk. SSR, Vilnius, 1975, 9–88 54:14100 0481.60062 Google Scholar[3] S. I. Pisanets, Measures that correspond to diffusion processes, Dokl. Akad. Nauk SSSR, 212 (1973), 44–45, (In Russian.) 48:9864 Google Scholar[4] S. I. Pisanets, Masters Thesis, On a class of diffusion processes with corresponding measures equivalent to a Wiener process, Dissertation, Math. Institute, Akad. Nauk UkrSSR, Kiev, 1974, (In Russian.) Google Scholar[5] I. I. Gikhman and , A. V. Skorokhod, The theory of stochastic processes, Die Grundlehren der Mathematischen Wissenschaften, Vol. 218, Springer-Verlag, New York, 1981 Google Scholar[6] R. S. Liptser and , A. N. Shiryayev, Statistics of random processes. I, Springer-Verlag, New York, 1977x+394, General Theory (Applications of Mathematics. Vol. 5) 57:14125 CrossrefGoogle Scholar[7] M. P. Ershov, On the absolute continuity of measures, corresponding to diffusion type processes, Theory Prob. Appl., 17 (1972), 169–174 0315.60043 LinkGoogle Scholar[8] N. I. Akhiezer and , I. M. Glazman, Theory of linear operators in Hilbert space. Vol. I, Translated from the Russian by Merlynd Nestell, Frederick Ungar Publishing Co., New York, 1961xi+147 41:9015a 0098.30702 N. I. Akhiezer and , I. M. Glazman, Theory of linear operators in Hilbert space. Vol. II, Translated from the Russian by Merlynd Nestell, Frederick Ungar Publishing Co., New York, 1963v+218 41:9015b Google Scholar[9] I. V. Girsanov, On transforming a certain class of stochastic processes by absolutely continuous substitution of measures, Theory Prob. Appl., 5 (1960), 285–301 0100.34004 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Two Limit Theorems for Diffusion Type Stochastic EquationsS. I. Pisanets17 July 2006 | Theory of Probability & Its Applications, Vol. 39, No. 4AbstractPDF (506 KB) Volume 26, Issue 3| 1982Theory of Probability & Its Applications History Submitted:31 July 1978Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1126064Article page range:pp. 587-594ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics