Weak convergence of symmetric diffusion processes

Kazuhiro Kuwae; Toshihiro Uemura

doi:10.1007/s004400050129

Weak convergence of symmetric diffusion processes

Probability Theory and Related Fields ◽

10.1007/s004400050129 ◽

1997 ◽

Vol 109 (2) ◽

pp. 159-182 ◽

Cited By ~ 10

Author(s):

Kazuhiro Kuwae ◽

Toshihiro Uemura

Keyword(s):

Weak Convergence ◽

Diffusion Processes ◽

Symmetric Diffusion

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Convergence of non-symmetric diffusion processes on RCD spaces

Calculus of Variations and Partial Differential Equations ◽

10.1007/s00526-018-1398-7 ◽

2018 ◽

Vol 57 (5) ◽

Author(s):

Kohei Suzuki

Keyword(s):

Diffusion Processes ◽

Symmetric Diffusion

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Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps

Monte Carlo Methods and Applications ◽

10.1515/mcma.2002.8.1.83 ◽

2002 ◽

Vol 8 (1) ◽

Cited By ~ 17

Author(s):

Kestutis Kubilius ◽

Eckhard Platen

Keyword(s):

Weak Convergence ◽

Diffusion Processes ◽

Euler Approximation

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Recurrence and conservativeness of symmetric diffusion processes by Girsanov transformations

Journal of Mathematics of Kyoto University ◽

10.1215/kjm/1250518212 ◽

1997 ◽

Vol 37 (4) ◽

pp. 735-756

Author(s):

Kazuhiro Kuwae

Keyword(s):

Diffusion Processes ◽

Girsanov Transformations ◽

Symmetric Diffusion

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Explosion problems for symmetric diffusion processes

Proceedings of the Japan Academy Series A Mathematical Sciences ◽

10.3792/pjaa.60.243 ◽

1984 ◽

Vol 60 (7) ◽

pp. 243-245 ◽

Cited By ~ 2

Author(s):

Kanji Ichihara

Keyword(s):

Diffusion Processes ◽

Symmetric Diffusion

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On absolute continuity of two symmetric diffusion processes

Lecture Notes in Mathematics - Stochastic Processes — Mathematics and Physics II ◽

10.1007/bfb0077358 ◽

1987 ◽

pp. 184-194

Author(s):

Y. Oshima

Keyword(s):

Absolute Continuity ◽

Diffusion Processes ◽

Symmetric Diffusion

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On the Skew Product of Symmetric Diffusion Processes

Forum Mathematicum ◽

10.1515/form.1989.1.103 ◽

1989 ◽

Vol 1 (1) ◽

Cited By ~ 10

Author(s):

Masatoshi Fukushima ◽

Yoichi Oshima

Keyword(s):

Diffusion Processes ◽

Skew Product ◽

Symmetric Diffusion

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Steady states of radially symmetric diffusion processes

Zeitschrift für angewandte Mathematik und Physik ◽

10.1007/s000330050183 ◽

1999 ◽

Vol 50 (6) ◽

pp. 849 ◽

Cited By ~ 1

Author(s):

Y. Li ◽

J. Yin

Keyword(s):

Diffusion Processes ◽

Steady States ◽

Symmetric Diffusion

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Explosion problems for symmetric diffusion processes

Stochastic Processes and Their Applications - Lecture Notes in Mathematics ◽

10.1007/bfb0076874 ◽

1986 ◽

pp. 75-89 ◽

Cited By ~ 3

Author(s):

Kanji Ichihara

Keyword(s):

Diffusion Processes ◽

Symmetric Diffusion

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Tightness property for symmetric diffusion processes

Proceedings of the Japan Academy Series A Mathematical Sciences ◽

10.3792/pjaa.64.68 ◽

1988 ◽

Vol 64 (3) ◽

pp. 68-70 ◽

Cited By ~ 1

Author(s):

Masayoshi Takeda

Keyword(s):

Diffusion Processes ◽

Symmetric Diffusion

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Weak convergence of diffusion processes on Wiener space

Probability Theory and Related Fields ◽

10.1007/s00440-006-0023-4 ◽

2007 ◽

Vol 140 (1-2) ◽

pp. 1-17 ◽

Cited By ~ 1

Author(s):

Alexander V. Kolesnikov

Keyword(s):

Weak Convergence ◽

Diffusion Processes ◽

Wiener Space

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