Geodesic
Convergence of solutions of one-dimensional stochastic equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 3, pp. 555-572 Cet article a éte moissonné depuis la source Math-Net.Ru

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One-dimensional stochastic equations are considered whose coefficients depend on a small parameter in an irregular way. In terms of coefficients, necessary and sufficient conditions are obtained for the weak convergence of their solutions to the solution of the stochastic equation. Examples are given.
Keywords: stochastic equations, limit theorems, necessary conditions of convergence
Mots-clés : sufficient conditions of convergence. 
@article{TVP_1999_44_3_a3,
     author = {S. Ya. Makhno},
     title = {Convergence of solutions of one-dimensional stochastic equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {555--572},
     year = {1999},
     volume = {44},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a3/}
}
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S. Ya. Makhno. Convergence of solutions of one-dimensional stochastic equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 3, pp. 555-572. http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a3/