Limit theorems for stationary random evolutions

DOI10.1016/0304-4149(85)90025-0zbMath0562.60038OpenAlexW1973463736MaRDI QIDQ1056989

Joseph C. Watkins

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90025-0

zbMATH Keywords

martingale problemrandom evolutionsinfinitesimal operators

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99)

Related Items (3)

The birth of random evolutions ⋮ Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach) ⋮ Convergence of random bounded linear operators in the Skorokhod space

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A central limit problem in random evolutions
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A limit theorem with strong mixing in banach space and two applications to stochastic differential equations
• A Random Trotter Product Formula

This page was built for publication: Limit theorems for stationary random evolutions