Donsker theorems for occupation measures of multi-dimensional periodic diffusions

DOI10.1214/23-ecp547zbMath1530.60038arXiv2211.08051OpenAlexW4387384812MaRDI QIDQ6177610

Neil Deo

Publication date: 17 January 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.08051

zbMATH Keywords

diffusionoccupation measureuniform central limit theoremDonsker class

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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