Weak convergence of h-transforms for one-dimensional diffusions

DOI10.1016/J.SPL.2016.11.007zbMATH Open1416.60080OpenAlexW2556541974WikidataQ58331031 ScholiaQ58331031MaRDI QIDQ504481FDOQ504481

Authors: Kouji Yano, Yuko Yano, Ju-Yi Yen 

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.007

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zbMATH Keywords

weak convergenceexcursion theoryItô measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Cites Work

• Convergence of stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Markovian bridges: weak continuity and pathwise constructions
• Title not available (Why is that?)
• Excursion measure away from an exit boundary of one-dimensional diffusion processes
• On the excursion theory for linear diffusions
• Integral representations of certain measures in the one-dimensional diffusions excursion theory
• On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero

Cited In (3)

• On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero
• \(h\) transform of one-dimensional generalized diffusion operators
• On weak convergence of one-dimensional diffusions with time-dependent coefficients

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