On weak convergence of one-dimensional diffusions with time-dependent coefficients

MaRDI QIDQ2771983zbMATH OpenFDO

Authors Andrzej Rozkosz

Publication date 18 February 2002

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

convergence of coefficientsItô diffusionstability

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

(4)

• Stability of time-dependent diffusion semigroups and kernels
• On Convergence Of Transition Probability Densities Of One-Dimensional Diffusions
• Weak convergence of diffusions corresponding to divergence form operators
• Asymptotics for time-changed diffusions

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