Asymptotic behavior of integral functionals of diffusion processes with periodic coefficients

DOI10.1007/BF01061745MaRDI QIDQ1198876zbMATH OpenFDO

Authors O. A. Safonova

Publication date 16 January 1993

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01061745

zbMATH Keywords

asymptotic behavior of integral functionalconvergence in the distributional sensestochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

See the review in Zbl 0760.60060.

Cites work

• A central limit theorem for diffusions with periodic coefficients
• scientific article; zbMATH DE number 3886816 (Why is no real title available?)
• scientific article; zbMATH DE number 3888631 (Why is no real title available?)
• scientific article; zbMATH DE number 193842 (Why is no real title available?)
• scientific article; zbMATH DE number 3204552 (Why is no real title available?)

Cited in

(17)

• On functions connected with sectorial operators and their extensions
• New aspects of Krein's extension theory
• On the singular continuous spectrum of self-adjoint extensions
• The extension theory of Hermitian operators and the moment problem
• Bernstein inequality under averaging of elliptic systems in periodic random media
• A functional interpretation of cycloid processes: Application to the study of asymptotic behaviour
• Non-self-adjoint extensions of a Hermitian operator and their characteristic functions
• Maximal quasi-accretive Laplacians on finite metric graphs
• Perturbation determinants for singular perturbations
• Finite dimensional behavior of periodic and asymptotically periodic processes
• Accretive (*)-extensions and realization problems
• scientific article; zbMATH DE number 7550 (Why is no real title available?)
• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
• The one-dimensional Schrödinger operator with point - and -interactions
• Asymptotic velocity of one dimensional diffusions with periodic drift
• Spectral theory of elliptic operators in exterior domains
• On the negative spectrum of one-dimensional Schrödinger operators with point interactions

This page was built for publication: Asymptotic behavior of integral functionals of diffusion processes with periodic coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1198876)