Geodesic
On the limit behaviour of the solution of a stochastic diffusion equation
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 3, pp. 548-551 Cet article a éte moissonné depuis la source Math-Net.Ru

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The probability density of the limit distribution of the process $f(\xi(tT))/\sqrt T$ as $T\to\infty$ is found where $$ f(x)=\int_0^x\exp\biggl\{-2\int_{-\infty}^y\biggl[\frac{a(u)}{\sigma^2(u)}-\frac12\frac{\sigma'(u)}{\sigma(u)}\biggr]\,du\biggr\}\frac{dy}{\sigma(y)}, $$ and $\xi(t)$ is the solution of stochastic diffusion equation (1). 
@article{TVP_1967_12_3_a13,
     author = {G. L. Kulinich},
     title = {On the limit behaviour of the solution of a~stochastic diffusion equation},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {548--551},
     year = {1967},
     volume = {12},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a13/}
}
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G. L. Kulinich. On the limit behaviour of the solution of a stochastic diffusion equation. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 3, pp. 548-551. http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a13/