Diffusion approximations for random walks on nilpotent Lie groups

DOI10.1016/S0167-7152(98)00151-5zbMath0946.60041OpenAlexW2092435929WikidataQ115339559 ScholiaQ115339559MaRDI QIDQ1304063

Adriana Climescu-Haulica, Barbara Pacchiarotti, Lucia Caramellino

Publication date: 11 November 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00151-5

zbMATH Keywords

diffusion approximationsDonsker invariance principlepolygonals

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Large deviations and functional iterated logarithm law for diffusion processes
• On the relation between ordinary and stochastic differential equations
• [https://portal.mardi4nfdi.de/wiki/Publication:4176727 Th�or�me de la limite centrale sur les groupes nilpotents]
• Riemann-Stieltjes approximations of stochastic integrals
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