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Limit behaviour of solutions of stochastic diffusion equations when the convergence of the coefficients is non-regular

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Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1021))

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References

  1. Kulinic G. L. On the asymptotic behaviour of the solution of one-dimensional stochastic diffusion equation.-Lecture Notes in Control and Information Sciences, 1980, 25, 334–343.

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  2. Kulinic G. L. Necessary and sufficient convergence conditions for the solutions of stochastic diffusion equations.-Theory of probability and its applications, 1982, 4, 795–801, (in Russian).

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  3. Veretennikov A. Ju. On strong solutions of stochastic differential equations.-Theory of probability and its applications, 1979, XXIV, 2, 348–360, (in Russian).

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

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  5. Gihman I. I., Skorokhod A. V. Stochastical differential equations, Kiev, Naukova Dumka, 1968, (in Russian).

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© 1983 Springer-Verlag Berlin Heidelberg

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Kulinič, G.L. (1983). Limit behaviour of solutions of stochastic diffusion equations when the convergence of the coefficients is non-regular. In: Prokhorov, J.V., Itô, K. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1021. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072932

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  • DOI: https://doi.org/10.1007/BFb0072932

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12718-5

  • Online ISBN: 978-3-540-38701-5

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