Stable limit theorems for additive functionals of one-dimensional diffusion processes

DOI10.1214/22-AIHP1295zbMATH Open1530.60068arXiv2104.06027OpenAlexW3155136156MaRDI QIDQ6147692FDOQ6147692

Authors: Loïc Béthencourt 

Publication date: 16 January 2024

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some explicit conditions on the additive functional so that its fluctuations behave like some $alpha$-stable process in large time for $alphain(0,2]$.

Full work available at URL: https://arxiv.org/abs/2104.06027

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zbMATH Keywords

local timesstable processesone-dimensional diffusion processesstable central limit theorem

Mathematics Subject Classification ID

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

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Cited In (1)

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