Convergence of integral functionals of one-dimensional diffusions

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

zbMATH Keywords

integral functionalsBessel processdiffusionslocal timeRay-Knight theoremWilliams theorem

Mathematics Subject Classification ID

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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