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

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