Krykun I. Limit theorems for solutions of stochastic equations

Conditions for the weak convergence of the measures generated by solutions of Ito's stochastic equations and stochastic equations with local time to the measure generated by the stochastic equation and to the measure concentrated with some weights on the extreme solutions of the corresponding Cauchy problem, if Peano phenomenon in starting point takes place are obtained. We proved a large deviation principle for the measures generated by solutions of these equations. A functional law of the iterated logarithm for skew Brownian motion is proved.