Limit theorems for transient diffusions on the line

DOI10.1007/BF01225825MaRDI QIDQ756275zbMATH OpenOpenAlexFDO

Authors L. C. G. Rogers, David Hobson

Publication date 1991

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01225825

zbMATH Keywords

stochastic differential equationregular variationlimit theorems

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
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• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• On the asymptotic behaviour of first passage times for diffusions
• The tail \(\sigma\)-field of time-homogeneous one-dimensional diffusion processes

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(10)

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• Rates of convergence of a transient diffusion in a spectrally negative Lévy potential
• Ergodic theorems for transient one-dimensional diffusions
• A central limit theorem for extreme sojourns of diffusion processes
• On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
• Diffusions from infinity
• Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
• Extreme sojourns of diffusion processes
• A conditional limit theorem for generalized diffusion processes
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