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

DOI10.1080/17442509408833935zbMATH Open0832.60064OpenAlexW1967782360MaRDI QIDQ4853907FDOQ4853907

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

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zbMATH Keywords

contiguitydiffusion processesexponential functionalsentire separationstrong convergence contiguity

Mathematics Subject Classification ID

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

Cited In (5)

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

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