On the relation of one-dimensional diffusions on natural scale and their speed measures

DOI10.1007/s10959-023-01247-8arXiv2112.00072OpenAlexW3215351059MaRDI QIDQ6091974

David Criens

Publication date: 21 November 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.00072

zbMATH Keywords

diffusionweak convergencelimit theoremhomeomorphismvague convergencespeed measureItô diffusionsufficient and necessary conditionsconvergence of diffusionsFeller-Dynkin property

Mathematics Subject Classification ID

Diffusion processes (60J60) General theory of stochastic processes (60G07) Functional limit theorems; invariance principles (60F17)

Cites Work

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