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
收藏
页码：329 / 345
页数：17
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