A central limit theorem for diffusions with periodic coefficients

DOI10.1214/AOP/1176992998MaRDI QIDQ1063949zbMATH OpenOpenAlexFDO

Authors Rabi Bhattacharya

Publication date 1985

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

Full work available at URL https://doi.org/10.1214/aop/1176992998

zbMATH Keywords

invariancediffusion with periodic coefficientsMarkov process on the torus

Mathematics Subject Classification ID

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

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