The (normalized) number of sign changes for a weakly convergent sequence of onedimensional diffusion processes is considered. The limit theorem for this number is established.

For a triangular array of random variables {Xk,n, k = 1, . . . , cn; n belongs N} such that, for every n, the variables X1,n, . . .,Xcn,n are independent and identically distributed, the local limit theorem for the variables ...

The notion of the Markov approximation is introduced. This notion is illustrated in the frameworks of the multidimensional functional CLT with a normal domain of attraction and the functional CLT with a stable domain of ...

The local properties of distributions of solutions of SDE's with jumps are studied. Using the method based on the “time-wise” differentiation on the space of functionals of Poisson point measure, we give a full analog of ...