Asymptotic expansions in limit theorems for stochastic processes. I

DOI10.1007/s004400050067zbMath0858.60035OpenAlexW4230710780MaRDI QIDQ1816406

Alexander D. Wentzell

Publication date: 11 December 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050067

zbMATH Keywords

differential operator acting on functionalslocally infinitely divisible Markov processessmall jumps

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (2)

Asymptotic expansions for Laplace transforms of Markov processes ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

This page was built for publication: Asymptotic expansions in limit theorems for stochastic processes. I