Fluctuation analysis and short time asymptotics for multiple scales diffusion processes
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Publication:5170131
DOI10.1142/S0219493713500263zbMath1291.60050arXiv1306.1499OpenAlexW2963426178MaRDI QIDQ5170131
Publication date: 18 July 2014
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.1499
Central limit and other weak theorems (60F05) Diffusion processes (60J60) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)
Related Items (17)
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- Stochastic version of the averaging principle for diffusion type processes
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