Ergodic theorems for transient one-dimensional diffusions

Athreya, K. B. ; Weerasinghe, A. P. N. (1995) Ergodic theorems for transient one-dimensional diffusions Stochastic Processes and their Applications, 58 (1). pp. 173-185. ISSN 0304-4149

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/030441...

Related URL: http://dx.doi.org/10.1016/0304-4149(94)00084-7

Abstract

For one-dimensional diffusions X that drift off to + ∞ we give conditions on a set B and the drift and diffusion coefficients of X for (1/t)∫t0 IB(X(u))du to converge w.p.l as t → ∞.

Item Type:Article
Source:Copyright of this article belongs to Bernoulli Society for Mathematical Statistics and Probability.
Keywords:Diffusion; Local Time; Transience
ID Code:1126
Deposited On:05 Oct 2010 12:53
Last Modified:16 May 2016 12:17

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