Convergence of integral functionals of one-dimensional diffusions
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Publication:743406
DOI10.1214/ECP.v17-1825zbMath1372.60044arXiv1109.0202MaRDI QIDQ743406
Aleksander Mijatović, Mikhail A. Urusov
Publication date: 24 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.0202
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
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