Ergodic theorems for transient one-dimensional diffusions

DOI10.1016/0304-4149(94)00084-7MaRDI QIDQ1899264zbMATH OpenOpenAlexFDO

Authors K. B. Athreya, Ananda Weerasinghe

Publication date 26 March 1996

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

Full work available at URL https://doi.org/10.1016/0304-4149(94)00084-7

zbMATH Keywords

occupation timeBrownian motionlocal timediffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05) General theory of stochastic processes (60G07)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 66638 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• Probabilistic and Deterministic Averaging

Cited in

(9)

• Ergodicity of one-dimensional Brusselator models
• A note on the quasi-ergodic distribution of one-dimensional diffusions
• Asymptotic behavior of the transition density of an ergodic linear diffusion
• Transience/recurrence and growth rates for diffusion processes in time-dependent regions
• Limit theorems for transient diffusions on the line
• On the relation of one-dimensional diffusions on natural scale and their speed measures
• Eigentime identity for one-dimensional diffusion processes
• Ergodic theorems for linear growth processes with diffusion
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times

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