On Convergence Of Transition Probability Densities Of One-Dimensional Diffusions

DOI10.1080/17442509208833789MaRDI QIDQ4022725zbMATH OpenOpenAlexFDO

Authors Andrzej Rozkosz

Publication date 17 January 1993

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509208833789

zbMATH Keywords

convergence problemsdiffusion processstochastic differential equationtransition probability density

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cited in

(7)

• Limits of one-dimensional diffusions
• Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies
• Characterization of weak convergence of probability-valued solutions of general one-dimensional kinetic equations
• On the transition density of a multidimensional parameter Wiener process with one barrier
• Smooth Transition Densities for One-Dimensional Diffusions
• Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
• On uniform positivity of transition densities of small noise constrained diffusions

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