Abstract:
It is proved that the sample paths of a diffusion process converge in probability uniformly provided that the coefficients $b_i(x)$ in (1) converge in the weak sense. Hence follow some theorems on Dirichlet problem solutions.
Citation:
M. I. Freidlin, “On small perturbations of coefficients of a diffusion process”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 536–540; Theory Probab. Appl., 12:3 (1967), 487–490