WEAK LIMITS OF EMPIRICAL MEASURES FOR A FAMILY OF DIFFUSION PROCESSES

摘要

This paper considers diffusion processes {X^∈(t)} on R^2, which are pertur-bations of dynamical system {X(t)} (dX(t) = b(X(t))dt) on R^2. By means of weakconvergence 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 dynamicalsystem as the perturbations tend to zero.