On functional limit theorems for solutions of stochastic equations

Sergey Ya. Makhno

Stochastic Processes and their Applications, 1999, vol. 81, issue 2, 323-336

Abstract: We study the asymptotic properties of the integral functionals of solutions of Ito stochastic equations and jump processes with a finite set of values. The limit theorem of weak convergence of measures and the large deviation principle are the main results in this paper.

Keywords: Functional; Stochastic; equation; Weak; convergence; of; measures; Large; deviation; principle (search for similar items in EconPapers)
Date: 1999
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