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Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter

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Abstract

The limiting behavior of solutions of stochastic Ito differential equations is investigated with coefficients which could be δ-type sequences or possess a degeneracy of some other form. Application of the results obtained to a study of the limiting behavior of a solution of the Cauchy problem for parabolic differential equations in partial derivatives is considered.

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 4, pp. 435–443, April, 1990.

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Almazov, M., Kulinich, G.L. Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter. Ukr Math J 42, 383–390 (1990). https://doi.org/10.1007/BF01071322

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  • DOI: https://doi.org/10.1007/BF01071322

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