Law of large numbers and central limit theorem for Donsker's delta function of diffusions. I

DOI10.1007/BF00275516zbMath0858.60022OpenAlexW1999252078MaRDI QIDQ1924467

Yanyan Li

Publication date: 20 October 1996

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00275516

zbMATH Keywords

white noise analysislaw of large numberscentral limit theoremDonsker's delta functionHida distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Generalized stochastic processes (60G20) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION ⋮ UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES

Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
• Sobolev spaces of Wiener functionals and Malliavin's calculus
• Equilibrium fluctuations for interacting Brownian particles
• A characterization of Hida distributions
• Law of large numbers and central limit theorem for donsker's delta function
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