Limit distribution of additive functionals of diffusion processes
Matematičeskie zametki, Tome 4 (1968) no. 5, pp. 599-610
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We shall investigate the asymptotic behavior of a bounded solution of problem (2) for $s\to0$. The results are applied to the study of the behavior of the solution of a parabolic equation for $t\to\infty$ and of the limit behavior of some functionals of Markov processes.
@article{MZM_1968_4_5_a12,
author = {R. Z. Khas'minskii},
title = {Limit distribution of additive functionals of diffusion processes},
journal = {Matemati\v{c}eskie zametki},
pages = {599--610},
publisher = {mathdoc},
volume = {4},
number = {5},
year = {1968},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1968_4_5_a12/}
}
R. Z. Khas'minskii. Limit distribution of additive functionals of diffusion processes. Matematičeskie zametki, Tome 4 (1968) no. 5, pp. 599-610. http://geodesic.mathdoc.fr/item/MZM_1968_4_5_a12/