Stable limit theorems for additive functionals of one-dimensional diffusion processes
Author:
Affiliation:
1. Sorbonne Université, CNRS, Laboratoire de Probabilités, Statistique et Modélisation, F-75005 Paris, France
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference28 articles.
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3. D. Revuz and M. Yor. Continuous Martingales and Brownian Motion, 3rd edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 293. Springer-Verlag, Berlin, 1999.
4. O. Kallenberg. Foundations of Modern Probability, 2nd edition. Probability and Its Applications (New York). Springer-Verlag, New York, 2002.
5. J. Azéma, M. Duflo and D. Revuz. Mesure invariante des processus de Markov récurrents. Sémin. Probab. Strasbourg 3 (1969) 24–33.
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