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Zbl 0559.60062
Bafico, R.; Pistone, G.
G-convergence of generators and weak convergence of diffusions. (English)
[J] Ann. Inst. Henri Poincaré, Probab. Stat. 21, 1-13 (1985). ISSN 0246-0203

The equivalence of weak convergence of non-degenerate diffusions on $R\sp n$ to the G-convergence [see {\it E. De Giorgi} and {\it S. Spagnolo}, Boll. Unione Mat. Ital., IV. Ser. 8, 391-411 (1973; Zbl 0274.35002)] of corresponding elliptic operators is investigated.
[R.Mikulevičius]

MSC 2000:: *60J60 Diffusion processes

Keywords: weak convergence; non-degenerate diffusions

Citations: Zbl 0274.35002

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