Difference approximation for local times of multidimensional diffusions
| dc.creator | Kulik, Alexey M. | |
| dc.date | 2007-02-07 | |
| dc.date | 2007-04-04 | |
| dc.date.accessioned | 2026-07-07T07:55:00Z | |
| dc.date.available | 2026-07-07T07:55:00Z | |
| dc.description | We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the limiting process. The class of the W-functionals, that can be obtained as the limiting ones, is completely described in the terms of the associated W-measures, and coincides with the class of the functionals that are regular w.r.t. the phase variable. | |
| dc.description | 17 pages; submitted to TViMC (Theor. Probability and Math. Statist.) | |
| dc.identifier | https://arxiv.org/abs/math/0702175 | |
| dc.identifier | http://arxiv.org/abs/math/0702175 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/126824 | |
| dc.subject | Probability | |
| dc.subject | 60J55; 60J45; 60F17 | |
| dc.title | Difference approximation for local times of multidimensional diffusions | |
| dc.type | text |