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 On ssymptotic behavior of a random evolution Bull. Korean Math. Soc. 1997 Vol. 34, No. 2, 233-245 Nhansook Cho Hansung University Abstract : We consider a sequence of stochastic differential equations which is related with a result of Khasminskii which studies the behavior of trajectory of stochastic process defined by differential equation $\frac {dx}{dt}=\epsilon F(x,t,\omega), x(0)=x_0.$ Let $Z$ be an ergodic Markov process on a separable metric space $E$, $F:R^d\times E\rightarrow R$, and $X_n, n=1,2\dots$ satisfy $dX_n(t)= nF(X_n(t),Z(n^2 t))dt.$ We show that $\{X_n\}$ is relative compact and the behavior of limit process under some conditions. Keywords : stochastic differential equation, weak convergence MSC numbers : primary 60H05, 60F17; secondary 60G44 Downloads: Full-text PDF