Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes

被引：2

作者：

Glynn, Peter W. ^{[1
]}

Wang, Rob J. ^{[1
]}

机构：

[1] Stanford Univ, Dept Management Sci & Engn, 475 Via Ortega, Stanford, CA 94305 USA

来源：

ASYMPTOTIC LAWS AND METHODS IN STOCHASTICS | 2015年

关键词：

CONTINUOUS-TIME PROCESSES; MARKOVIAN PROCESSES; BOUNDARY-CONDITIONS; STABILITY;

D O I：

10.1007/978-1-4939-3076-0_17

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：329 / 345

页数：17

共 50 条

[1] LIMIT THEOREMS FOR FUNCTIONALS OF ADDITIVE TYPE FROM REGENERATIVE DIFFUSION PROCESSES
MASOL, VI
DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1976, (01): : 15 - 17
[2] Central limit theorems for additive functionals of ergodic Markov diffusions processes
Cattiaux, Patrick
Chafai, Djalil
Guillin, Arnaud
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2012, 9 (02): : 337 - 382
[3] Stable limit theorems for additive functionals of one-dimensional diffusion processes
Bethencourt, Loic
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2023, 59 (04): : 1882 - 1906
[4] Central limit theorems for additive functionals of Markov chains
Maxwell, M
Woodroofe, M
ANNALS OF PROBABILITY, 2000, 28 (02): : 713 - 724
[5] Large Deviations for Additive Functionals of Symmetric Stable Processes
Masayoshi Takeda
Journal of Theoretical Probability, 2008, 21 : 336 - 355
[6] Large deviations for additive functionals of symmetric stable processes
Takeda, Masayoshi
JOURNAL OF THEORETICAL PROBABILITY, 2008, 21 (02) : 336 - 355
[7] Central limit theorems for functionals of linear processes and their applications
Wu, WB
STATISTICA SINICA, 2002, 12 (02) : 635 - 649
[8] Central limit theorems for additive functionals of the simple exclusion process
Sethuraman, S
ANNALS OF PROBABILITY, 2000, 28 (01): : 277 - 302
[9] Central limit theorems for additive functionals and fringe trees in tries*
Janson, Svante
ELECTRONIC JOURNAL OF PROBABILITY, 2022, 27
[10] LIMIT PROCESSES FOR A CLASS OF ADDITIVE FUNCTIONALS OF RECURRENT DIFFUSION PROCESSES
KASAHARA, Y
KOTANI, S
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 49 (02): : 133 - 153

← 1 2 3 4 5 →