Weak convergence of \(h\)-transforms for one-dimensional diffusions
type: Item
instance of: scholarly article
title: Weak convergence of \(h\)-transforms for one-dimensional diffusions
zbMATH Open document ID: 1416.60080
author: Kouji Yano
author: Yuko Yano
author: Ju-Yi Yen
published in: Statistics \& Probability Letters
publication date: 2017-01-16T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6675248
zbMATH Keywords: excursion theory
zbMATH Keywords: Itô measure
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
full work available at URL: j.spl.2016.11.007
OpenAlex ID: W2556541974
Wikidata QID: Q58331031
cites work: Q3756256
cites work: Markovian bridges: weak continuity and pathwise constructions
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cites work: Q4279771
cites work: Convergence of stochastic processes
cites work: On the excursion theory for linear diffusions
cites work: Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory
cites work: Excursion measure away from an exit boundary of one-dimensional diffusion processes
cites work: On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero
DOI: 10.1016/J.SPL.2016.11.007
description: scientific article; zbMATH DE number 6675248