О~сходимости к диффузионным процессам
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 3, pp. 458-482
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This paper is a continuation of [1]. We consider a class of processes that are close in a sence to markovian diffusion processes (including those with boundary conditions). We study distributions of some functdonals of these “asymptotically markovian processes”.
@article{TVP_1967_12_3_a5,
author = {A. A. Borovkov},
title = {{\CYRO}~{\cyrs}{\cyrh}{\cyro}{\cyrd}{\cyri}{\cyrm}{\cyro}{\cyrs}{\cyrt}{\cyri} {\cyrk} {\cyrd}{\cyri}{\cyrf}{\cyrf}{\cyru}{\cyrz}{\cyri}{\cyro}{\cyrn}{\cyrn}{\cyrery}{\cyrm} {\cyrp}{\cyrr}{\cyro}{\cyrc}{\cyre}{\cyrs}{\cyrs}{\cyra}{\cyrm}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {458--482},
publisher = {mathdoc},
volume = {12},
number = {3},
year = {1967},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a5/}
}
A. A. Borovkov. О~сходимости к диффузионным процессам. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 3, pp. 458-482. http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a5/