Weak convergence of recursions

DOI10.1016/S0304-4149(97)00018-5zbMath0923.60026OpenAlexW2024920617MaRDI QIDQ1382553

Ching-Zong Wei, Gopal Krishna Basak, Inchi Hu

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00018-5

zbMATH Keywords

diffusionstochastic differential equationweak convergenceinvariant measuremartingale

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

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Cites Work

• Correction to: Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Recurrence and ergodicity of diffusions
• A class of limit theorems for singular diffusions
• Stability in distribution for a class of singular diffusions
• A weak convergence theorem with application to the Robbins-Monro process
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• Distances of Probability Measures and Random Variables
• Convergence of stochastic processes
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