Strong invariance principle for singular diffusions
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference18 articles.
1. A class of limit theorems for singular diffusions;Basak;J. Multivariate Anal.,1991
2. Stability in distribution for a class of singular diffusions;Basak;Ann. Probab.,1992
3. Introduction to Matrix Analysis;Bellman,1960
4. Criteria for recurrence and existence of invariant measures for multidimensional diffusions;Bhattacharya;Ann. Probab.,1978
5. On the functional central limit theorem and the law of the iterated logarithm for Markov processes;Bhattacharya;Z. Wahrscheinlichkeit. Verw. Gebiete.,1982
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3. On the Poisson equation for singular diffusions;Stochastics;2005-04
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