Strong invariance principle for singular diffusions.
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Publication:2574548
DOI10.1016/S0304-4149(02)00222-3zbMath1075.60514MaRDI QIDQ2574548
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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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