Limit theorems for a class of diffusion processes

DOI10.1080/17442508508833359zbMath0583.60073OpenAlexW2045177359MaRDI QIDQ3706282

Yoko Ochi

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833359

zbMATH Keywords

stochastic line integralcentral limit theoremshomogenization problemsOccupation time laws for recurrent diffusionsperiodic diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (9)

Homogenization of a reflecting barrier Brownian motion in a continuum percolation cluster in \(R^ d\) ⋮ An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains ⋮ An SDE approach to leafwise diffusions on foliated spaces and its applications ⋮ A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\) ⋮ The mean first rotation time of a planar polymer ⋮ Large deviation for stochastic line integrals as \(L^{p}\)-currents ⋮ Laplace approximation for stochastic line integrals ⋮ Brownian and fractional Brownian stochastic currents via Malliavin calculus ⋮ Sample path large deviations for a class of random currents.

Cites Work

• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• Integral of differential forms along the path of diffusion processes
• Stochastic calculus for continuous additive functionals of zero energy
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