Convergence to diffusions with regular boundaries

DOI10.1016/0304-4149(81)90010-7zbMath0473.60030OpenAlexW1995228285MaRDI QIDQ1158683

Inge S. Helland

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0304-4149(81)90010-7

zbMATH Keywords

semi-Markov processesrandom time changeminimal conditions for convergenceregular boundariesweak convergence to diffusion process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Fechner’s Distribution and Connections to Skew Brownian Motion ⋮ Functional limit theorems for random walks perturbed by positive alpha-stable jumps ⋮ Diffusion models for the dispersal of insects near an attractive center

Cites Work

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• Minimal conditions for weak convergence to a diffusion process on the line
• Diffusion approximation of non-Markovian processes
• The oscillating random walk
• Continuity of a class of random time trnsformations
• Markov processes and learning models
• Limit theorems for random walks, birth and death processes, and diffusion processes
• Diffusion approximations to linear stochastic difference equations with stationary coefficients
• Oscillating Brownian motion
• Differentiability preserving properties of markov semigroups associated with one-dimensional diffusions
• On weak convergence to Brownian motion
• Weak convergence of probability measures and random functions in the function space D[0,∞)

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