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Volumn 93, Issue 2, 2001, Pages 229-240

On averaging principle for diffusion processes with null-recurrent fast component

Author keywords

Arcsine law; Averaging principle; Homogenization; Null recurrent diffusion; Primary 60J60; Secondary 60B10

Indexed keywords


EID: 0010922516     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00097-1     Document Type: Article
Times cited : (29)

References (16)
  • 1
    • 0001224167 scopus 로고
    • Uniqueness for diffusions with piecewise constant coefficients
    • Bass R., Pardoux E. Uniqueness for diffusions with piecewise constant coefficients. Probab. Theory Rel. Fields. 76:1987;557-572.
    • (1987) Probab. Theory Rel. Fields , vol.76 , pp. 557-572
    • Bass, R.1    Pardoux, E.2
  • 5
    • 0000182826 scopus 로고
    • On averaging principle for Itô stochastic differential equations
    • in Russian
    • Khasminskii, R., 1968. On averaging principle for Itô stochastic differential equations. Kybernetika, Chekhoslovakia 4 (3), 260-279 (in Russian).
    • (1968) Kybernetika, Chekhoslovakia , vol.4 , Issue.3 , pp. 260-279
    • Khasminskii, R.1
  • 6
    • 0042580555 scopus 로고    scopus 로고
    • Arcsine law and one generalization
    • Khasminskii R. Arcsine law and one generalization. Acta Appl. Math. 58:1999;151-157.
    • (1999) Acta Appl. Math. , vol.58 , pp. 151-157
    • Khasminskii, R.1
  • 7
    • 34250495424 scopus 로고    scopus 로고
    • Diffusion in the plane with reflection. Construction of the process
    • in Russian
    • Krylov, N.V., 1969. Diffusion in the plane with reflection. Construction of the process, Sibirsk. Mat. J. 10 (2), 343-354 (in Russian); English translation in Siberian Math. J., 10 (2), 244-252.
    • (1969) Sibirsk. Mat. J. , vol.10 , Issue.2 , pp. 343-354
    • Krylov, N.V.1
  • 8
    • 34250495424 scopus 로고    scopus 로고
    • Krylov, N.V., 1969. Diffusion in the plane with reflection. Construction of the process, Sibirsk. Mat. J. 10 (2), 343-354 (in Russian); English translation in Siberian Math. J., 10 (2), 244-252.
    • English Translation in Siberian Math. J. , vol.10 , Issue.2 , pp. 244-252
  • 9
    • 0004275483 scopus 로고
    • Nauka, Moscow, 1977 (in Russian; English translation), Springer, Berlin
    • Krylov, N.V., 1977. Controlled diffusion processes. Nauka, Moscow, 1977 (in Russian; English translation), Springer, Berlin, 1980.
    • (1977) Controlled Diffusion Processes
    • Krylov, N.V.1
  • 13
    • 0000033355 scopus 로고
    • Convergence of stochastic processes and the limit theorems
    • Prokhorov Yu. Convergence of stochastic processes and the limit theorems. Theory Probab. Appl. I(2):1956;177-238.
    • (1956) Theory Probab. Appl. , vol.1 , Issue.2 , pp. 177-238
    • Prokhorov, Yu.1
  • 14
    • 0003203004 scopus 로고
    • Asymptotic Methods in the Theory of Stochastic Differential Equations.
    • Providence, RI: AMS
    • Skorokhod A. Asymptotic Methods in the Theory of Stochastic Differential Equations. Translations of Mathematical Monographs. Vol. 78:1989;AMS, Providence, RI.
    • (1989) Translations of Mathematical Monographs , vol.78
    • Skorokhod, A.1
  • 16
    • 0000893434 scopus 로고    scopus 로고
    • Generalized arc-sine laws for one-dimensional diffusion processes and random walks
    • Watanabe, S., 1999. Generalized arc-sine laws for one-dimensional diffusion processes and random walks. Proceedings of the Symposium in Pure Mathematics, Vol. 57, pp. 157-174.
    • (1999) Proceedings of the Symposium in Pure Mathematics , vol.57 , pp. 157-174
    • Watanabe, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.