Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
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Publication:5272954
DOI10.1007/978-1-4939-3076-0_17zbMath1368.60083arXiv1307.1574OpenAlexW1679222878MaRDI QIDQ5272954
Publication date: 5 July 2017
Published in: Asymptotic Laws and Methods in Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.1574
Central limit and other weak theorems (60F05) Diffusion processes (60J60) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Related Items (4)
Asymptotic replication with modified volatility under small transaction costs ⋮ A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model ⋮ Lévy Processes with Two-Sided Reflection ⋮ Large Deviations for Additive Functionals of Reflected Jump-Diffusions
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