Limit theorems for transient diffusions on the line

DOI10.1007/BF01225825zbMath0722.60058OpenAlexW1982962394MaRDI QIDQ756275

L. C. G. Rogers, David G. Hobson

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01225825

zbMATH Keywords

stochastic differential equationregular variationlimit theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15)

Cites Work

• On the asymptotic behaviour of first passage times for diffusions
• The tail \(\sigma\)-field of time-homogeneous one-dimensional diffusion processes
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