A class of limit theorems for singular diffusions

DOI10.1016/0047-259X(91)90004-LzbMath0746.60076MaRDI QIDQ1182745

Gopal Krishna Basak

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithm; central limit theorem; functional law of the iterated logarithm; martingale central limit theorems

Mathematics Subject Classification ID

60J60: Diffusion processes

60F17: Functional limit theorems; invariance principles

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Cites Work

• Recurrence and ergodicity of diffusions
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Energy and the law of the interated logarithm.
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