Geodesic
Limit theorems for stochastic differential equations without after-effect
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 523-541 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper studies the limit behavior of a solution of a stochastic differential equation (SDE) without after-effect when the dependence of the equation coefficients on a parameter is nonregular and an unbounded growth in the parameter is accepted at some points of $\mathbf{R}^m $.
Keywords: nonregular dependence of the equation coefficients on the parameter, weak convergence of the modulus of an equation, equations with coefficients degenerated at the limit. 
@article{TVP_1995_40_3_a3,
     author = {G. L. Kulinich and M. V. Kharkova},
     title = {Limit theorems for stochastic differential equations without after-effect},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {523--541},
     year = {1995},
     volume = {40},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a3/}
}
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G. L. Kulinich; M. V. Kharkova. Limit theorems for stochastic differential equations without after-effect. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 523-541. http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a3/