Large-noise asymptotic for one-dimensional diffusions (Q1781186)
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scientific article; zbMATH DE number 2182613
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| English | Large-noise asymptotic for one-dimensional diffusions |
scientific article; zbMATH DE number 2182613 |
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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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0.9248928
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0.9145832
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0.91098857
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0.9040941
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0.9031086
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