Approximation of stochastic processes by nonexpansive flows and coming down from infinity

DOI10.1214/18-AAP1456zbMath1466.60158arXiv1511.07396OpenAlexW2964048231WikidataQ114060559 ScholiaQ114060559MaRDI QIDQ2330465

Vincent Bansaye

Publication date: 22 October 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.07396

zbMATH Keywords

martingalesdynamical systemscaling limitscoming down from infinityapproximation of stochastic processesnonexpansivity

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60) Martingales and classical analysis (60G46) Jump processes on general state spaces (60J76)

Related Items (3)

On the entrance at infinity of Feller processes with no negative jumps ⋮ Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes ⋮ Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment

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