A convergent family of diffusion processes whose diffusion coefficients diverge

DOI10.1090/S0002-9904-1974-13603-7zbMath0293.60074MaRDI QIDQ4045434

Walter A. Rosenkrantz

Publication date: 1974

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items (3)

On convergence properties of infinitesimal generators of scaled multitype CBI processes ⋮ On the relation of one-dimensional diffusions on natural scale and their speed measures ⋮ On weak convergence to Brownian motion

Cites Work

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• Approximation of semi-groups of operators
• Note on product formulas for operator semigroups
• Extensions of Trotter's operator semigroup approximation theorems
• Some counterexamples involving selfadjoint operators
• Theorems on the convergence to Markov diffusion processes

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