Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations by Grigorij Kulinich & Svitlana Kushnirenko & Yuliya Mishura

Author:Grigorij Kulinich & Svitlana Kushnirenko & Yuliya Mishura
Language: eng
Format: epub
ISBN: 9783030412913
Publisher: Springer International Publishing

Therefore, all terms of the right-hand side in equality (4.27) satisfy the analog of the relation (4.15). So, the relation (4.15) holds for the processes , which converge weakly, as T → +∞ to the process β (1)(t), whence the proof follows. □

Remark 4.2

It follows from the proof of Theorem 4.6 that it is sufficient to have the representation (4.27) with weak convergence, as T → +∞, of the processes r T(t) to the process r(t), and the convergence , , as T → +∞, for arbitrary L > 0.

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.