Limit theorems for stationary random evolutions

DOI10.1016/0304-4149(85)90025-0MaRDI QIDQ1056989zbMATH OpenOpenAlexFDO

Authors Joseph C. Watkins

Publication date 1985

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

Full work available at URL https://doi.org/10.1016/0304-4149(85)90025-0

zbMATH Keywords

martingale problemrandom evolutionsinfinitesimal operators

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48) Stochastic analysis (60H99)

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Cites work

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• scientific article; zbMATH DE number 3390077 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A Random Trotter Product Formula
• A central limit problem in random evolutions
• A limit theorem with strong mixing in banach space and two applications to stochastic differential equations

Cited in

(12)

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• Stationary lower probabilities and unstable averages
• Convergence of random bounded linear operators in the Skorokhod space
• Orders of limits for stationary distributions, stochastic dominance, and stochastic stability
• The birth of random evolutions
• A stochastic integral representation for random evolutions
• Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach)
• Bivariate step processes and random evolutions
• Dynamic random evolutions on increasing time intervals
• A central limit problem in random evolutions
• Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past

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