Weak convergence of \(h\)-transforms for one-dimensional diffusions (Q504481): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6675248 / rank | |||
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| Property / zbMATH Keywords | |||
excursion theory | |||
| Property / zbMATH Keywords: excursion theory / rank | |||
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Itô measure | |||
| Property / zbMATH Keywords: Itô measure / rank | |||
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weak convergence | |||
| Property / zbMATH Keywords: weak convergence / rank | |||
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Revision as of 02:12, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of \(h\)-transforms for one-dimensional diffusions |
scientific article |
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Weak convergence of \(h\)-transforms for one-dimensional diffusions (English)
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16 January 2017
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excursion theory
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Itô measure
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weak convergence
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