Weak convergence of \(h\)-transforms for one-dimensional diffusions

DOI10.1016/j.spl.2016.11.007zbMath1416.60080OpenAlexW2556541974WikidataQ58331031 ScholiaQ58331031MaRDI QIDQ504481

Yuko Yano, Ju-Yi Yen, Kouji Yano

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.007

zbMATH Keywords

weak convergenceexcursion theoryItô measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Cites Work

• Excursion measure away from an exit boundary of one-dimensional diffusion processes
• On the excursion theory for linear diffusions
• Markovian bridges: weak continuity and pathwise constructions
• Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory
• On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero
• Convergence of stochastic processes
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