Limit distributions of a solution of a stochastic diffusion equation
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 502-506
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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},
year = {1968},
volume = {13},
number = {3},
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/