A semigroup proof of a non-ergodic Markov process central limit theorem with third order terms

DOI10.1007/S002339900018zbMATH Open0946.47028OpenAlexW2065839499MaRDI QIDQ1279804FDOQ1279804

Authors: Dudley Paul Johnson 

Publication date: 26 October 2000

Published in: Semigroup Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002339900018

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zbMATH Keywords

central limit theoremsemigroup product formuladiscrete time Markov processes with continuous transition probability densities

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Stochastic integrals (60H05) One-parameter semigroups and linear evolution equations (47D06) Schrödinger and Feynman-Kac semigroups (47D08)

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