A conditional limit theorem for generalized diffusion processes

DOI10.1215/KJM/1250283695zbMATH Open1061.60080OpenAlexW1485237315MaRDI QIDQ1890293FDOQ1890293

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

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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)

Cited In (9)

• Gaussian limit theorems for diffusion processes and an application
• A Weak Limit Theorem for Generalized Jiřina Processes
• Title not available (Why is that?)
• Asymptotic conditional distributions related to one-dimensional generalized diffusion processes
• Limit theorems for transient diffusions on the line
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• Time change approach to generalized excursion measures, and its application to limit theorems
• Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
• Limit theorems for generalized Jiřina processes

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