RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 2, страницы 79–92 (Mi thsp147)

A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions

Alexey M. Kulik

Kiev 01601 Tereshchenkivsk str., 3, Institute of Mathematics,krainian National Academy of Sciences

Аннотация: The (normalized) number of sign changes for a weakly convergent sequence of onedimensional diffusion processes is considered. The limit theorem for this number is established.

Ключевые слова: The number of sign changes, additive functional, characteristic, Markov approximation, local time.

MSC: 60J55, 60J60, 60F17

Язык публикации: английский



© МИАН, 2024