A class of limit theorems for singular diffusions

We consider singular diffusions on k. 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.

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Year of publication:	1991
Authors:	Basak, Gopal K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 39.1991, 1, p. 44-59
Publisher:	Elsevier
Keywords:	stability in distribution asymptotic flatness functional central limit theorem law of iterated logarithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221315