Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps

DOI10.1016/j.jfa.2020.108655zbMath1459.60166arXiv1907.07925OpenAlexW3028333266MaRDI QIDQ785862

Kouji Yano, Kosuke Yamato

Publication date: 12 August 2020

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.07925

zbMATH Keywords

scaling limitoccupation timejumping-in diffusion processKrein-Kotani correspondence

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50) Jump processes on general state spaces (60J76)

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