On the Poisson equation and diffusion approximation. III

DOI10.1214/009117905000000062zbMath1071.60022arXivmath/0506596OpenAlexW2020366183MaRDI QIDQ1781177

Etienne Pardoux, Alexander Yu. Veretennikov

Publication date: 23 June 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0506596

zbMATH Keywords

degenerate diffusion

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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