Limit theorems for random degenerate diffusions

DOI10.1016/S0362-546X(97)00120-XMaRDI QIDQ4378452zbMATH OpenFDO

Authors Arnab Bisi, Mrinal K. Ghosh, Gopal K. Basak

Publication date 1 November 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0362-546X(97)00120-X

zbMATH Keywords

degenerate diffusionfunctional central limit theoremMarkov chainstability in distribution

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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Cites work

• A class of limit theorems for singular diffusions
• Distances of Probability Measures and Random Variables
• On the boundedness, recurrence and stability of solutions of on ito equation perturbed by a Markov chain
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
• Stability in distribution for a class of singular diffusions
• Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments

Cited in

(15)

• Limit theorems for diffusion-type processes in \(R^ m\)
• Gaussian limit theorems for diffusion processes and an application
• Krylov-Safonov estimates for a degenerate diffusion process
• Stability and functional limit theorems for random degenerate diffusions
• Large deviation theorem for empirical measures of degenerate diffusion processes
• Gaussian estimates for degenerate diffusion
• On the non-uniqueness of the limit points of diffusions with a small parameter
• scientific article; zbMATH DE number 5353843 (Why is no real title available?)
• scientific article; zbMATH DE number 3940359 (Why is no real title available?)
• scientific article; zbMATH DE number 4040950 (Why is no real title available?)
• Functional limit theorems for degenerate Lévy processes
• On unique ergodicity for degenerate diffusions
• Volume nullification and asymptotic flatnessof denerate diffusions
• Recurrence and invariant measures for degenerate diffusions
• Explicit parametrix and local limit theorems for some degenerate diffusion processes

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