Limit theorems of additive functionals for regime-switching diffusions with infinite delay

Author:

Wang Ya,Wu FukeORCID,Yin George

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference32 articles.

1. Invariant probability measures for path-dependent random diffusions;Bao;Nonlinear Anal.,2023

2. Limit theorems for additive functionals of path-dependent SDEs;Bao;Discrete Continuous Dyn. Syst.-A,2020

3. Long time behavior of diffusions with Markov switching;Bardet;ALEA: Lat. Am. J. Probabil. Math. Stat.,2010

4. Stability and functional limit theorems for random degenerate diffusions;Basak;Sankhyā: Indian J. Stat. Ser. A,1999

5. On the functional central limit theorem and the law of the iterated logarithm for Markov processes;Bhattacharya;Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete,1982

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