Gaussian limit theorems for diffusion processes and an application

DOI10.1016/S0304-4149(98)00095-7zbMath0962.60074MaRDI QIDQ1593628

Joseph G. Conlon, Renming Song

Publication date: 17 January 2001

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00095-7

zbMATH Keywords

random walks; diffusions; random environments

Mathematics Subject Classification ID

60J60: Diffusion processes

60F17: Functional limit theorems; invariance principles

Related Items

The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment, Random walk in Markovian environment, Random walks in quenched i.i.d. space-time random environment are always a.s. diffusive

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