Convergence to diffusions with regular boundaries

DOI10.1016/0304-4149(81)90010-7MaRDI QIDQ1158683zbMATH OpenOpenAlexFDO

Authors Inge S. Helland

Publication date 1981

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(81)90010-7

zbMATH Keywords

random time changesemi-Markov processesminimal conditions for convergenceregular boundariesweak convergence to diffusion process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15)

Cites work

• scientific article; zbMATH DE number 3588427 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• Continuity of a class of random time trnsformations
• Differentiability preserving properties of markov semigroups associated with one-dimensional diffusions
• Diffusion approximation of non-Markovian processes
• Diffusion approximations to linear stochastic difference equations with stationary coefficients
• Limit theorems for random walks, birth and death processes, and diffusion processes
• Markov processes and learning models
• Minimal conditions for weak convergence to a diffusion process on the line
• On weak convergence to Brownian motion
• Oscillating Brownian motion
• The oscillating random walk
• Weak convergence of probability measures and random functions in the function space D[0,∞)

Cited in

(4)

• Fechner's distribution and connections to skew Brownian motion
• Diffusion models for the dispersal of insects near an attractive center
• Walsh's Brownian motion and Donsker scaling limits of perturbed random walks
• Functional limit theorems for random walks perturbed by positive alpha-stable jumps

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