Limit theorems of additive functionals for regime-switching diffusions with infinite delay (Q6186384)
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scientific article; zbMATH DE number 7785658
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English | Limit theorems of additive functionals for regime-switching diffusions with infinite delay |
scientific article; zbMATH DE number 7785658 |
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Limit theorems of additive functionals for regime-switching diffusions with infinite delay (English)
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9 January 2024
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The main object of the paper are the regime-switching diffusion processes with infinite delay described by a stochastic functional differential equations with infinite delay and Markovian switching. Thus, the work focuses on regime-switching diffusions. In contrast to the existing work, this paper pays main attention to the regime-switching functional stochastic differential equations.The main efforts are devoted to obtaining central limit theorems (CLTs) and a law of iterated logarithm (LILs). This paper also investigates laws of iterated logarithms for additive functionals of regime-switching diffusions with infinite delay.
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regime-switching diffusion
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infinite delay
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central limit theorem
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law of the iterated logarithm
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