A general martingale approach to large noise homogenization
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Publication:6654814
DOI10.1214/24-ejp1177MaRDI QIDQ6654814
Mathias Rousset, Dimitri Faure
Publication date: 20 December 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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