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

DOI10.1007/S002339900018MaRDI QIDQ1279804zbMATH OpenOpenAlexFDO

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

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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