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G-convergence of generators and weak convergence of diffusions. (English) Zbl 0559.60062

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

MSC:

60J60 Diffusion processes

Citations:

Zbl 0274.35002
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