Central limit theorems for additive functionals of ergodic Markov diffusions processes
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Publication:2863826
zbMath1277.60047arXiv1104.2198MaRDI QIDQ2863826
Djalil Chafaï, Arnaud Guillin, Patrick Cattiaux
Publication date: 4 December 2013
Full work available at URL: https://arxiv.org/abs/1104.2198
functional central limit theoremFokker-Planck equationMarkov semigroupdiffusion processMarkov processinvariance principlelong time behaviorLyapunov criterion
Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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