On the strong convergence, contiguity and entire separation of diffusion processes

DOI10.1080/17442509408833935MaRDI QIDQ4853907zbMATH OpenOpenAlexFDO

Authors Wolfgang M. Schmidt, Friedrich Liese

Publication date 13 February 1996

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509408833935

zbMATH Keywords

contiguitydiffusion processesentire separationexponential functionalsstrong convergence contiguity

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cited in

(5)

• On diffusions that cannot escape from a convex set
• Sticky couplings of multidimensional diffusions with different drifts
• Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
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• A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence

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