Large-noise asymptotic for one-dimensional diffusions (Q1781186): Difference between revisions
From MaRDI portal
Latest revision as of 12:58, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-noise asymptotic for one-dimensional diffusions |
scientific article |
Statements
Large-noise asymptotic for one-dimensional diffusions (English)
0 references
23 June 2005
0 references
The authors establish a law of large numbers and a central limit theorem for a class of additive functionals related to the solution of one-dimensional stochastic differential equations perturbed by large noise.
0 references
additive functional
0 references
central limit theorem
0 references
law of large numbers
0 references
stochastic differential equations
0 references
0 references
0 references
