Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations

DOI10.1090/S0094-9000-2015-00938-8zbMath1322.60090OpenAlexW2034178130MaRDI QIDQ2944756

Grigori L. Kulinich, Yuliya S. Mishura, Svitlana V. Kushnirenko

Publication date: 8 September 2015

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

Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00938-8

zbMATH Keywords

integral functionalsasymptotic behaviorunstable solutionItō stochastic differential equationsBessel diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter ⋮ A limit theorem for singular stochastic differential equations ⋮ Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter ⋮ Limit behavior of functionals of solutions of diffusion type equations

Cites Work

• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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