A class of limit theorems for singular diffusions

DOI10.1016/0047-259X(91)90004-LzbMath0746.60076MaRDI QIDQ1182745

Gopal Krishna Basak

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmcentral limit theoremfunctional law of the iterated logarithmmartingale central limit theorems

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (15)

ON THE SPEED OF CONVERGENCE OF MULTIDIMENSIONAL DIFFUSIONS TO EQUILIBRIUM ⋮ On the singularN-Point Motion of A Brownian Flow: Asymptotic Flatness and Invariant Measure ⋮ On the Poisson equation for singular diffusions ⋮ A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs ⋮ Weak convergence of recursions ⋮ Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable ⋮ Volume nullification and asymptotic flatnessof denerate diffusions ⋮ Stability of degenerate diffusions with state-dependent switching ⋮ Limit theorems for random degenerate diffusions ⋮ Stability in distribution and volume nullification of levy flow ⋮ Influence of big traders on the stock market: theory and simulation ⋮ Stability in distribution of forward stochastic flows ⋮ Strong invariance principle for singular diffusions. ⋮ Ergodic control of degenerate diffusions ⋮ Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kol\-mo\-gorov-forward/Fokker-Planck equation

Cites Work

• Recurrence and ergodicity of diffusions
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Energy and the law of the interated logarithm.
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