WEAK LIMITS OF EMPIRICAL MEASURES FOR
A FAMILY OF DIFFUSION PROCESSES

数学物理学报(英文版) ›› 2004, Vol. 24 ›› Issue (2): 301-306.

WEAK LIMITS OF EMPIRICAL MEASURES FOR
A FAMILY OF DIFFUSION PROCESSES

席福宝,赵丽琴

Department of Applied Mathematics, Beijing Institute of Technology, Beijing 100081, China Department of Mathematics, Beijing Normal University, Beijing 100875, China

出版日期:2004-07-20 发布日期:2004-07-20
基金资助:
Partially supported by the National Natural Science Foundation of China.

WEAK LIMITS OF EMPIRICAL MEASURES FOR A FAMILY OF DIFFUSION PROCESSES

XI Fu-Bao, DIAO Li-Qin

Online:2004-07-20 Published:2004-07-20
Supported by:
Partially supported by the National Natural Science Foundation of China.

摘要/Abstract

摘要：

This paper considers diffusion processes {X?(t)} on R2, which are pertur-
bations of dynamical system {X(t)} on R2. By means of weak
convergence of probability measures, the authors characterize the limit behavior for em-
pirical measures of {X?(t)} in a neighborhood domain of saddle point of the dynamical
system as the perturbations tend to zero.

Abstract:

Key words: Empirical measures, weak convergence;saddle point

中图分类号:

席福宝, 赵丽琴. WEAK LIMITS OF EMPIRICAL MEASURES FOR
A FAMILY OF DIFFUSION PROCESSES[J]. 数学物理学报(英文版), 2004, 24(2): 301-306.

XI Fu-Bao, DIAO Li-Qin. WEAK LIMITS OF EMPIRICAL MEASURES FOR A FAMILY OF DIFFUSION PROCESSES[J]. Acta mathematica scientia,Series B, 2004, 24(2): 301-306.

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WEAK LIMITS OF EMPIRICAL MEASURES FOR
A FAMILY OF DIFFUSION PROCESSES

WEAK LIMITS OF EMPIRICAL MEASURES FOR A FAMILY OF DIFFUSION PROCESSES

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