Large-noise asymptotic for one-dimensional diffusions (Q1781186)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large-noise asymptotic for one-dimensional diffusions |
scientific article; zbMATH DE number 2182613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-noise asymptotic for one-dimensional diffusions |
scientific article; zbMATH DE number 2182613 |
Statements
Large-noise asymptotic for one-dimensional diffusions (English)
0 references
23 June 2005
0 references
The authors establish a law of large numbers and a central limit theorem for a class of additive functionals related to the solution of one-dimensional stochastic differential equations perturbed by large noise.
0 references
additive functional
0 references
central limit theorem
0 references
law of large numbers
0 references
stochastic differential equations
0 references
0 references
0 references
0 references
0.9145832
0 references
0.91098857
0 references
0.9040941
0 references
0.9031086
0 references
