AbstractWe consider singular diffusions on Rk. Under a verifiable criterion for the stability in distribution of such diffusions, a broad subset of the range of the infinitesimal generator of the diffusion is identified. For functions in this set functional central limit theorems and laws of iterated logarithm are derived
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
AbstractWe study different examples of singular perturbations of one-dimensional stochastic differen...
AbstractIn this paper, we study the asymptotic distribution of a recursively defined stochastic proc...
AbstractWe consider singular diffusions on Rk. Under a verifiable criterion for the stability in dis...
AbstractWe study a singular diffusion on Euclidean space which is characterized by the solution of a...
We study the stability and functional limit theorems for a class of random degenerate diffusions whe...
Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator...
We derive limit theorems for diffusion processes that have a finite speed measure. First we prove a ...
We investigate the well-posedness of distribution dependent SDEs with singular coefficients. Existen...
AbstractThe central limit (or fluctuation) phenomena are discussed in the interacting diffusion syst...
AbstractThis article attempts to lay a proper foundation for studying asymptotic properties of nonho...
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the up...
Local stochastic stability property used to prove stability and existence of diffusions with rapidly...
We consider the empirical process of a one-dimensional diffusion with finite speed measure, indexed ...
Let d 3 and let = (1; : : : ; d) with each i being a signed measure on Rd satisfying lim r!0 sup ...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
AbstractWe study different examples of singular perturbations of one-dimensional stochastic differen...
AbstractIn this paper, we study the asymptotic distribution of a recursively defined stochastic proc...
AbstractWe consider singular diffusions on Rk. Under a verifiable criterion for the stability in dis...
AbstractWe study a singular diffusion on Euclidean space which is characterized by the solution of a...
We study the stability and functional limit theorems for a class of random degenerate diffusions whe...
Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator...
We derive limit theorems for diffusion processes that have a finite speed measure. First we prove a ...
We investigate the well-posedness of distribution dependent SDEs with singular coefficients. Existen...
AbstractThe central limit (or fluctuation) phenomena are discussed in the interacting diffusion syst...
AbstractThis article attempts to lay a proper foundation for studying asymptotic properties of nonho...
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the up...
Local stochastic stability property used to prove stability and existence of diffusions with rapidly...
We consider the empirical process of a one-dimensional diffusion with finite speed measure, indexed ...
Let d 3 and let = (1; : : : ; d) with each i being a signed measure on Rd satisfying lim r!0 sup ...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
AbstractWe study different examples of singular perturbations of one-dimensional stochastic differen...
AbstractIn this paper, we study the asymptotic distribution of a recursively defined stochastic proc...
DOI
Add to ORKG