Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales

Stochastic Processes and their Applications

Volumn 80, Issue 1, 1999, Pages 55-86

  Bhattacharya, Rabi ^a   Denker, Manfred ^b   Goswami, Alok ^c  

^a INDIANA UNIVERSITY   (United States)

^b UNIVERSITY OF GÖTTINGEN   (Germany)

^c INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

Diffusions; Gaussian approximation; Periodic coefficients; Spectral gaps

Indexed keywords

EID: 0013197322     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00069-6     Document Type: Article

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