Skip to main content
SpringerLink
Log in

On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation

  • Conference paper
  • First Online:
Book cover Stochastic Differential Systems Filtering and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 25))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Gihman I.I., Skorokhod A.V., Stochastic differential equations "Naukova dumka", 1968 (in Russian).

    Google Scholar 

  2. Skorokhod A.V., Investigations on the theory of stochastic processes, Kiev University, 1961, (in Russian).

    Google Scholar 

  3. Shiga T., Watanabe S., Bessel diffusions as a one-parameter family of diffusion processes, Z. Wahrcheinlichkeitstheore und Verw. Gebeit, 1973, 27, N 1, 37–46.

    Google Scholar 

  4. Kulinič G.L. On asymptotic behaviour of solution of stochastic differential equations of diffusion type with random coefficient, collect. Limit theorems for stochastic processes, Kiev, publish. IM AN UkrSSR, 137–151, (in Russian).

    Google Scholar 

  5. Krylov N.V. Controllable processes of diffusion type, publish. "Nauka", 1977, (in Russian).

    Google Scholar 

  6. Veretennikov A.Y. Strong and weak solutions of stochastic equations, autosynopsis of candidate dissertation, Moscow University, 1978, (in Russian).

    Google Scholar 

  7. Kulinič G.L. Limit theorems for one dimensional stochastic differential equations under nonregular dependence of coefficients on parameter, Theory of probab. and math. statistic, 1976, 15, 99–114 (in Russian).

    Google Scholar 

  8. Kulinič G.L. Asymptotic behaviour of instable solution of stochastic homogenous diffusion equation, Theory of probab. and math. statistic, 1971, 5, 81–87 (in RUSSIAN).

    Google Scholar 

  9. Kulinič G.L. On asymptotic behaviour of distribution of stochastic diffusion equation, Theory of probab. and its applications, 1967, XII, 3, 348–551, (in Russian).

    Google Scholar 

Download references

Authors
  1. G. L. Kulinič
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Bronius Grigelionis

Rights and permissions

Reprints and permissions

Copyright information

© 1980 Springer-Verlag

About this paper

Cite this paper

Kulinič, G.L. (1980). On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation. In: Grigelionis, B. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 25. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004025

Download citation

  • DOI: https://doi.org/10.1007/BFb0004025

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10498-8

  • Online ISBN: 978-3-540-38503-5

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation