Weak convergence of diffusions, their speed measures and time changes

DOI10.1016/0001-8708(82)90023-8zbMath0516.60008OpenAlexW2064967838MaRDI QIDQ1052732

R. V. Chacon, James K. Brooks

Publication date: 1982

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(82)90023-8

zbMATH Keywords

weak convergenceadditive functionalsscale functionspeed measure

Mathematics Subject Classification ID

Diffusion processes (60J60) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

On the relation of one-dimensional diffusions on natural scale and their speed measures ⋮ Diffusions as a limit of stretched Brownian motions

Cites Work

• Diffusions as a limit of stretched Brownian motions
• A fundamental property of Markov processes with an application to equivalence under time changes
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