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Limit theorems for additive functionals of path-dependent SDEs - MaRDI portal

Limit theorems for additive functionals of path-dependent SDEs (Q2191144)

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Language	Label	Description	Also known as
English	Limit theorems for additive functionals of path-dependent SDEs	scientific article

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scholarly article

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Limit theorems for additive functionals of path-dependent SDEs (English)

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Discrete and Continuous Dynamical Systems

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publication date

24 June 2020

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full work available at URL

https://arxiv.org/abs/1904.02940

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zbMATH Keywords

strong law of large numbers

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central limit theorem

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law of iterated logarithm

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ergodicity

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path-dependent SDEs

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MaRDI profile type

MaRDI publication profile

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Hypercontractivity for functional stochastic differential equations

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An invariance principle for the law of the iterated logarithm for some Markov chains

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Invariant measures for stochastic functional differential equations

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Subgeometric rates of convergence of Markov processes in the Wasserstein metric

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Central limit theorems for additive functionals of ergodic Markov diffusions processes

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The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization

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The central limit theorem for Markov chains started at a point

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Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law

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Long time asymptotics of unbounded additive functionals of Markov processes

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Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing

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Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations

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Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments

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On stationary solutions of a stochastic differential equation

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Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

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Central limit theorem for Markov processes with spectral gap in the Wasserstein metric

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Ergodic behavior of Markov processes. With applications to limit theorems

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Markov chains and stochastic stability

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Law of large numbers and central limit theorem for randomly forced PDE's

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An invariance principle for the law of the iterated logarithm

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Existence and uniqueness of solutions of stochastic functional differential equations

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Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric

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Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.3934/DCDS.2020224

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Sitelinks

Mathematics(1 entry)

mardi Publication:2191144

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