On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point

DOI10.1007/s11253-015-1101-5zbMath1350.60021arXiv1509.03529MaRDI QIDQ325979

Mohammad Hasan, M. Dambrine

Publication date: 12 October 2016

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.03529

zbMATH Keywords

weak convergence; Markov processes; invariance principle; skew Brownian motion; symmetric random walk

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J25: Continuous-time Markov processes on general state spaces

60G50: Sums of independent random variables; random walks

60J65: Brownian motion

60F17: Functional limit theorems; invariance principles

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