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 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)

Recommendations

• scientific article; zbMATH DE number 3868359
• A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence
• scientific article; zbMATH DE number 3928044
• Limit theorems for diffusion-type processes in \(R^ m\)
• scientific article; zbMATH DE number 3962887

Cited in

(5)

• scientific article; zbMATH DE number 3868359 (Why is no real title available?)
• 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

This page was built for publication: On the strong convergence, contiguity and entire separation of diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4853907)