Limit distributions of some integral functionals for null-recurrent diffusions.

DOI10.1016/S0304-4149(00)00067-3zbMath1047.60078OpenAlexW1984368032MaRDI QIDQ1879519

Rafail Z. Khasminskii

Publication date: 22 September 2004

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00067-3

zbMATH Keywords

generalized arc-sine lawnull-recurrent diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (5)

LAMN in a class of parametric models for null recurrent diffusions ⋮ Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation ⋮ Unnamed Item ⋮ On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions ⋮ Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions

Cites Work

• Arcsine law and one generalization
• Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
• An Occupation Time Theorem for A Class of Stochastic Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Limit distributions of some integral functionals for null-recurrent diffusions.