Limit theorems for Markov processes via a variant of the Trotter-Kato theorem

DOI10.2307/3212964zbMath0464.60034OpenAlexW2335370778MaRDI QIDQ3915714

Walter A. Rosenkrantz, Chang Chung Yu Dorea

Publication date: 1980

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212964

zbMATH Keywords

functional central limit theoremsTrotter-Kato theorem

Mathematics Subject Classification ID

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

Related Items (5)

On the asymptotic behaviour of first passage times for diffusions ⋮ On the relation of one-dimensional diffusions on natural scale and their speed measures ⋮ Rarity and exponentiality: an extension of Keilson's theorem, with applications ⋮ Diffusion approximation for a class of Markov processes satisfying a nonlinear Fokker-Planck equation ⋮ Convergence of one-dimensional diffusion processes to a jump process related to population genetics

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