Limits Of One Dimensional Diffusions

dc.creatorLowther, George
dc.date2007-12-14
dc.date2008-08-17
dc.date.accessioned2026-07-07T13:14:15Z
dc.date.available2026-07-07T13:14:15Z
dc.descriptionIn this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However, we show that as long as the drift terms satisfy a Lipschitz condition and the limit is continuous in probability, then it will lie in a class of processes that we refer to as almost-continuous diffusions. These processes are strong Markov and satisfy an `almost-continuity' condition. We also give a simple condition for the limit to be a continuous diffusion. These results contrast with the multidimensional case where, as we show with an example, a sequence of two dimensional martingale diffusions can converge to a process that is both discontinuous and non-Markov.
dc.description32 pages. Updated to most recent version submitted to Annals of Probability
dc.identifierhttps://arxiv.org/abs/0712.2428
dc.identifierhttp://arxiv.org/abs/0712.2428
dc.identifierAnn. Probab. Volume 37, Number 1 (2009), 78-106
dc.identifierdoi:10.1214/08-AOP397
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/230148
dc.subjectProbability
dc.subject60J60; 60J25; 60G44; 60F99
dc.titleLimits Of One Dimensional Diffusions
dc.typetext

Files

Collections