Strong invariance principle for singular diffusions.
From MaRDI portal
Publication:2574548
DOI10.1016/S0304-4149(02)00222-3zbMath1075.60514MaRDI QIDQ2574548
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)
Related Items
On the Poisson equation for singular diffusions, Strong invariance principles for ergodic Markov processes
Cites Work
- On strong invariance principles under dependence assumptions
- A class of limit theorems for singular diffusions
- Stability in distribution for a class of singular diffusions
- Upper and lower functions for martingales and mixing processes
- Sample path behavior for Brownian motion in Banach spaces
- Criteria for recurrence and existence of invariant measures for multidimensional diffusions
- Matrix Analysis
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Almost sure invariance principles for partial sums of weakly dependent random variables
- An invariance principle for the law of the iterated logarithm
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item