A convergent family of diffusion processes whose diffusion coefficients diverge

DOI10.1090/S0002-9904-1974-13603-7MaRDI QIDQ4045434zbMATH OpenFDO

Authors Walter A. Rosenkrantz

Publication date 1974

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0002-9904-1974-13603-7

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60)

Cites work

• Approximation of semi-groups of operators
• Extensions of Trotter's operator semigroup approximation theorems
• scientific article; zbMATH DE number 3147959 (Why is no real title available?)
• scientific article; zbMATH DE number 3438159 (Why is no real title available?)
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• Note on product formulas for operator semigroups
• Some counterexamples involving selfadjoint operators
• Theorems on the convergence to Markov diffusion processes

Cited in

(3)

• On convergence properties of infinitesimal generators of scaled multitype CBI processes
• On weak convergence to Brownian motion
• On the relation of one-dimensional diffusions on natural scale and their speed measures

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