Limit distributions of a~solution of a~stochastic diffusion equation
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 502-506
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			The process $\xi(t)$ being a solution of the stochastic diffusion equation (1), $0$, the limit distribution of the process $T^{-1/2}\mathrm g(\xi(tT))$, where
$$
\mathrm g(x)=\int_0^x\exp\Bigl\{-2\int_0^u\frac{a(v)}{\sigma^2(v)}\,dv\Bigr\}\,du,
$$
as $T\to\infty$ is considered.
			
            
            
            
          
        
      @article{TVP_1968_13_3_a10,
     author = {G. L. Kulinich},
     title = {Limit distributions of a~solution of a~stochastic diffusion equation},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {502--506},
     publisher = {mathdoc},
     volume = {13},
     number = {3},
     year = {1968},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a10/}
}
                      
                      
                    G. L. Kulinich. Limit distributions of a~solution of a~stochastic diffusion equation. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 502-506. http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a10/
