A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence
DOI10.1002/MANA.19931610121zbMATH Open0795.60048OpenAlexW2088000784MaRDI QIDQ4295299FDOQ4295299
Authors: Wolfgang M. Schmidt, Friedrich Liese 
Publication date: 9 June 1994
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19931610121
Recommendations
Diffusion processes (60J60) Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
Cited In (11)
- Title not available (Why is that?)
- Donsker theorems for diffusions: necessary and sufficient conditions
- Convergence of integral functionals of one-dimensional diffusions
- Title not available (Why is that?)
- An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process
- Divergence, convergence and moments of some integral functionals of diffusions
- On the strong convergence, contiguity and entire separation of diffusion processes
- A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions
- Title not available (Why is that?)
- Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
- Title not available (Why is that?)
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