Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
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Publication:537130
DOI10.1214/10-AIHP359zbMath1220.60045arXiv0903.2405MaRDI QIDQ537130
Oleg Loukianov, Dasha Loukianova, Eva Löcherbach
Publication date: 19 May 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.2405
diffusion processpolynomial convergencerecurrenceadditive functionalshitting timesergodic theoremdeviations inequalitiesKac formula
Diffusion processes (60J60) Local time and additive functionals (60J55) Limit theorems in probability theory (60F99)
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