Asymptotic behavior of integral functionals of diffusion processes with periodic coefficients

DOI10.1007/BF01061745zbMath0788.60074MaRDI QIDQ1198876

O. A. Safonova

Publication date: 16 January 1993

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationasymptotic behavior of integral functionalconvergence in the distributional sense

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (12)

New aspects of Krein's extension theory ⋮ On the singular continuous spectrum of self-adjoint extensions ⋮ The extension theory of Hermitian operators and the moment problem ⋮ The one-dimensional Schrödinger operator with point \(\delta \) - and \(\delta \) -interactions ⋮ Bernstein inequality under averaging of elliptic systems in periodic random media ⋮ Non-self-adjoint extensions of a Hermitian operator and their characteristic functions ⋮ Maximal quasi-accretive Laplacians on finite metric graphs ⋮ Spectral theory of elliptic operators in exterior domains ⋮ On the negative spectrum of one-dimensional Schrödinger operators with point interactions ⋮ On functions connected with sectorial operators and their extensions ⋮ Perturbation determinants for singular perturbations ⋮ Accretive (*)-extensions and Realization Problems

Cites Work

• A central limit theorem for diffusions with periodic coefficients
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