A class of limit theorems for singular diffusions

DOI10.1016/0047-259X(91)90004-LMaRDI QIDQ1182745zbMATH OpenFDO

Authors Gopal K. Basak

Publication date 28 June 1992

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

zbMATH Keywords

central limit theoremlaw of the iterated logarithmfunctional law of the iterated logarithmmartingale central limit theorems

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3553601 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• Energy and the law of the interated logarithm.
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Recurrence and ergodicity of diffusions

Cited in

(28)

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• Strong invariance principle for singular diffusions.
• Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
• Stability in distribution for a class of singular diffusions
• Singularity sets of Lévy processes
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• Stability of degenerate diffusions with state-dependent switching
• Volume nullification and asymptotic flatnessof denerate diffusions
• Influence of big traders on the stock market: theory and simulation
• scientific article; zbMATH DE number 90423 (Why is no real title available?)
• Stability in distribution of forward stochastic flows
• A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
• On the Poisson equation for singular diffusions
• Stability in distribution and volume nullification of levy flow
• scientific article; zbMATH DE number 3940359 (Why is no real title available?)
• The limit distribution of a singular sequence of Itô integrals
• A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\)
• Ergodic control of degenerate diffusions
• Weak convergence of recursions
• scientific article; zbMATH DE number 5855907 (Why is no real title available?)
• Singularity of two diffusions on \({\mathcal C}_ \infty\)
• A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities
• Spectral analysis of a family of symmetric, scale-invariant diffusions with singular coefficients and associated limit theorems
• Limit theorems for random degenerate diffusions
• scientific article; zbMATH DE number 4054712 (Why is no real title available?)
• On the singularN-Point Motion of A Brownian Flow: Asymptotic Flatness and Invariant Measure
• On the speed of convergence of multidimensional diffusions to equilibrium

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