Produits semi-directs de diffusions reelles et lois asymptotiques
- 1 December 1989
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 21 (4) , 756-769
- https://doi.org/10.2307/1427765
Abstract
A general study of the asymptotic law of a skew-product of two real diffusions is proposed; a complete and elementary form of the Rosenkrantz theorem is given; the results are applied to three examples: the Brownian motions onSO3, onS3, and onSH3.Keywords
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