Limit theorems for random degenerate diffusions

DOI10.1016/S0362-546X(97)00120-XzbMath0898.93032MaRDI QIDQ4378452

Mrinal K. Ghosh, Arnab Bisi, Gopal Krishna Basak

Publication date: 1 November 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremMarkov chaindegenerate diffusionstability in distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Functional limit theorems; invariance principles (60F17)

Cites Work

• A class of limit theorems for singular diffusions
• Stability in distribution for a class of singular diffusions
• Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
• Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
• On the boundedness, recurrence and stability of solutions of on ito equation perturbed by a Markov chain
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Distances of Probability Measures and Random Variables

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