Strong invariance principle for singular diffusions.

DOI10.1016/S0304-4149(02)00222-3zbMath1075.60514MaRDI QIDQ2574548

Andrew J. Heunis

Publication date: 29 November 2005

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

zbMATH Keywords

stochastic differential equations; invariant measure

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60F17: Functional limit theorems; invariance principles

Related Items

On the Poisson equation for singular diffusions, Strong invariance principles for ergodic Markov processes

Cites Work

• On strong invariance principles under dependence assumptions
• A class of limit theorems for singular diffusions
• Stability in distribution for a class of singular diffusions
• Upper and lower functions for martingales and mixing processes
• Sample path behavior for Brownian motion in Banach spaces
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Matrix Analysis
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Almost sure invariance principles for partial sums of weakly dependent random variables
• An invariance principle for the law of the iterated logarithm
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