most citedLimit theorems for rarefaction of set of diffusion processes by boundaries

2 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing math.PRShow all

3 papers · 1 filter

math.PR2005

On invariance of domains with smooth boundaries with respect to stochastic differential equations

Vitalii A. Gasanenko

We prove constructible sufficient conditions of lack of exit by solutions of stochastic differential Ito's equations from domains with smooth boundaries

math.PR2005

Limit raring proceses with apllication

Vitalii A. Gasanenko

This paper deals with study of the sufficient condition of approximation raring process with mixing by renewall process. We consider use the proved results to practice problem too

math.PR2004★ 2 cited

Limit theorems for rarefaction of set of diffusion processes by boundaries

Anielllo Fedullo, Vitalii A. Gasanenko

This paper is devoted to the study of the following problem. We have set of diffusion processes with absorption on boundaries in some region at initial time . It is required t…