Large-noise asymptotic for one-dimensional diffusions
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Publication:1781186
DOI10.3150/bj/1116340293zbMath1072.60014MaRDI QIDQ1781186
Szymon Peszat, Francesco Russo
Publication date: 23 June 2005
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1116340293
60F05: Central limit and other weak theorems
60F17: Functional limit theorems; invariance principles
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Cites Work
- Asymptotic properties of generalized Feynman-Kac functionals
- Large deviation principle for additive functionals of Brownian motion corresponding to Kato measures
- On some limit theorems for occupation times of one dimensional Brownian motion and its continuous additive functionals locally of zero energy
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
- Generalized calculus and sdes with non regular drift
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