Functional limit theorems for processes pieced together from excursions

DOI10.2969/jmsj/06741859zbMath1344.60035arXiv1309.2652OpenAlexW1627924248WikidataQ58331033 ScholiaQ58331033MaRDI QIDQ904212

Kouji Yano

Publication date: 12 January 2016

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.2652

zbMATH Keywords

functional limit theoremsBrownian motionhomogenizationconvergence in lawexcursion theorySierpiński gasketself-similar Markov processesWalsh diffusions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Self-similar stochastic processes (60G18) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

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