Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: Itô diffussion

Sortuj według:

Ogranicz wyniki do:

On weak convergence of one-dimensional diffusions with time-dependent coefficients

Rozkosz Andrzej

Probability and Mathematical Statistics

1998

Vol. 18, Fasc. 1

101--117

We investigate stability, with respect to convergence of coefficients, of one-dimensional Itô diffussions as well as one-dimensional diffusions corresponding to second order divergence form operators. We assume that the coefficients are measurable, uniformly bounded and that the diffusion coefficients are uniformly positive.