On the central limit theorem for diffusions with almost periodic coefficients

Bhattacharya, Rabi N. ; Ramasubramanian, S. (1988) On the central limit theorem for diffusions with almost periodic coefficients Sankhya - Series A, 50 (1). pp. 9-25. ISSN 0581-572X

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Official URL: http://www.jstor.org/pss/25050675

Abstract

We consider a class of n-dimensional elliptic generators having almost periodic coefficients depending on finitely many rationally independent frequencies in each coordinate. A strong law of large numbers and a functional central limit theorem are proved for such diffusions.

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Deposited On:03 Aug 2011 06:44
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