Application of a limit theorem to solutions of a stochastic differential equation
- 1 July 1972
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 39 (1) , 13-36
- https://doi.org/10.1016/0022-247x(72)90222-3
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Calculation of Correlation Functions of Solutions of a Stochastic Ordinary Differential EquationJournal of Mathematical Physics, 1970
- Application of the Smoothing Method to a Stochastic Ordinary Differential EquationJournal of Mathematical Physics, 1970
- Moments and Correlation Functions of Solutions of a Stochastic Differential EquationJournal of Mathematical Physics, 1970
- A Limit Theorem for the Solutions of Differential Equations with Random Right-Hand SidesTheory of Probability and Its Applications, 1966
- On the Theory of the Brownian MotionPhysical Review B, 1930