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Convergence theorems in the theory of diffusions

Part of the Lecture Notes in Mathematics book series (LNM,volume 1033)

Keywords

  • Brownian Motion
  • Random Walk
  • Scale Function
  • Time Change
  • Weak Limit

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References

  1. J. K. BROOKS and P. V. CHACON: Diffusions as a Limit of Stretched Brownian Motions. To appear.

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  2. J. K. BROOKS and R. V. CHACON: Weak Convergence of Diffusions, their Speed Measures and Time Changes. To appear.

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© 1983 Springer-Verlag

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Brooks, J.K., Chacon, R.V. (1983). Convergence theorems in the theory of diffusions. In: Belley, JM., Dubois, J., Morales, P. (eds) Measure Theory and its Applications. Lecture Notes in Mathematics, vol 1033. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099848

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  • DOI: https://doi.org/10.1007/BFb0099848

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12703-1

  • Online ISBN: 978-3-540-38690-2

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