Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter

DOI10.1016/0047-259X(92)90110-2zbMath0759.60019MaRDI QIDQ1201123

Michael A. Kouritzin, Andrew J. Heunis

Publication date: 17 January 1993

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

zbMATH Keywords

rate of convergencefunctional central limit theoremGauss-Markov processstrong mixing nonstationary stochastic process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Functional limit theorems; invariance principles (60F17)

Related Items (3)

\(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ Invariance principles for parabolic equations with random coefficients ⋮ Multiple integrals with respect to \(L\)-mixing processes

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