Geodesic
Limit theorem for one-dimensional stochastic equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 1, pp. 156-161

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One-dimensional stochastic equations are considered whose coefficients depend on a small parameter. Necessary and sufficient conditions are obtained for the weak convergence of their solutions to the solution of the stochastic equation containing local time of an unknown process.
Keywords: stochastic equations, local time, necessary conditions of convergence
Mots-clés : sufficient conditions of convergence. 
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     author = {S. Ya. Makhno},
     title = {Limit theorem for one-dimensional stochastic equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {156--161},
     publisher = {mathdoc},
     volume = {48},
     number = {1},
     year = {2003},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_1_a8/}
}
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S. Ya. Makhno. Limit theorem for one-dimensional stochastic equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 1, pp. 156-161. http://geodesic.mathdoc.fr/item/TVP_2003_48_1_a8/