Stability and functional limit theorems for random degenerate diffusions

zbMATH Open0978.60025MaRDI QIDQ2736797FDOQ2736797

Authors: Arnab Bisi, Mrinal K. Ghosh, Gopal K. Basak 

Publication date: 11 September 2001

Published in: Sankhyā. Series A. Methods and Techniques (Search for Journal in Brave)

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• scientific article; zbMATH DE number 1944534

zbMATH Keywords

Markov chainstabilityfunctional central limit theoremtightnesslaw of iterated logarithmrandom diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Cited In (12)

• Stability in distribution of stochastic functional differential equations
• Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates
• A class of limit theorems for singular diffusions
• Densities for SDEs driven by degenerate \(\alpha\)-stable processes
• Limit theorems of additive functionals for regime-switching diffusions with infinite delay
• Stability of degenerate diffusions with state-dependent switching
• A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
• Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
• Stability of Densities for Perturbed Degenerate Diffusions
• On the sector condition and homogenization of diffusions with a Gaussian drift
• Functional limit theorems for degenerate Lévy processes
• Krylov-Safonov estimates for a degenerate diffusion process

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