Recurrence and ergodicity of diffusions
- 1 March 1982
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 12 (1) , 95-122
- https://doi.org/10.1016/0047-259x(82)90086-0
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Representation of an isotropic diffusion as a skew productProbability Theory and Related Fields, 1963
- Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic EquationsTheory of Probability and Its Applications, 1960
- Proof of the law of iterated logarithm through diffusion equationAnnals of the Institute of Statistical Mathematics, 1959
- Central Limit Theorem for Nonstationary Markov Chains. IITheory of Probability and Its Applications, 1956
- Central Limit Theorem for Nonstationary Markov Chains. ITheory of Probability and Its Applications, 1956