A conditional limit theorem for generalized diffusion processes

DOI10.1215/KJM/1250283695MaRDI QIDQ1890293zbMATHOpenAlexFDO

Authors Tokuzo Shiga, Matsuyo Tomisaki, Zenghu Li

Publication date 29 December 2004

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250283695

zbMATH Keywords

weak limit theoremBessel excursiongeneralized diffusion processBessel meander

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(9)

• scientific article; zbMATH DE number 1995703 (Why is no real title available?)
• Limit theorems for generalized Jiřina processes
• Gaussian limit theorems for diffusion processes and an application
• Time change approach to generalized excursion measures, and its application to limit theorems
• Limit theorems for transient diffusions on the line
• A Weak Limit Theorem for Generalized Jiřina Processes
• Asymptotic conditional distributions related to one-dimensional generalized diffusion processes
• Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
• scientific article; zbMATH DE number 1767707 (Why is no real title available?)

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