A class of limit theorems for singular diffusions

Gopal K. Basak

Journal of Multivariate Analysis, 1991, vol. 39, issue 1, 44-59

Abstract: We consider singular diffusions on k. Under a verifiable criterion for the stability in distribution of such diffusions, a broad subset of the range of the infinitesimal generator of the diffusion is identified. For functions in this set functional central limit theorems and laws of iterated logarithm are derived.

Keywords: stability; in; distribution; asymptotic; flatness; functional; central; limit; theorem; law; of; iterated; logarithm (search for similar items in EconPapers)
Date: 1991
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