Minimal conditions for weak convergence to a diffusion process on the line
From MaRDI portal
Publication:1152163
DOI10.1214/aop/1176994416zbMath0459.60027MaRDI QIDQ1152163
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994416
weak convergence; functional limit theorems; random time change; continuous mapping theorem; minimal conditions for convergence
60F05: Central limit and other weak theorems
60F15: Strong limit theorems
60J60: Diffusion processes
60B10: Convergence of probability measures
Related Items
Poisson representations of branching Markov and measure-valued branching processes, Diffusion models for the dispersal of insects near an attractive center, Superprocesses in random environments, Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments, Convergence to diffusions with regular boundaries, Continuity of a class of random time trnsformations, Continuous-state branching processes in Lévy random environments, Construction of continuous-state branching processes in varying environments, Diffusion approximation of controlled branching processes with random environments, On the functional central limit theorem for martingales, II