Diffusion approximation of systems with weakly ergodic Markov perturbations. II

DOI10.1090/S0094-9000-2014-00915-1zbMath1337.60198OpenAlexW1976046419MaRDI QIDQ2923395

Alexei M. Kulik, Alexander Yu. Veretennikov

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2014-00915-1

zbMATH Keywords

stochastic differential equationdiffusion approximationcentral limit theoremLévy noiseKantorovich-Rubinstein distancedistance in variationweakly ergodic Markov perturbations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Related Items

Diffusion approximation of systems with weakly ergodic Markov perturbations. I ⋮ Lift zonoid order and functional inequalities ⋮ Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models

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