Large-noise asymptotic for one-dimensional diffusions (Q1781186)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-noise asymptotic for one-dimensional diffusions |
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Large-noise asymptotic for one-dimensional diffusions (English)
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23 June 2005
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The authors establish a law of large numbers and a central limit theorem for a class of additive functionals related to the solution of one-dimensional stochastic differential equations perturbed by large noise.
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additive functional
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central limit theorem
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law of large numbers
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stochastic differential equations
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