ON THE CONVERGENCE OF DIFFUSION-PROCESSES CONDITIONED TO REMAIN IN A BOUNDED REGION FOR LARGE TIME TO LIMITING POSITIVE RECURRENT DIFFUSION-PROCESSES

被引:85
作者
PINSKY, RG
机构
关键词
D O I
10.1214/aop/1176992996
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:363 / 378
页数:16
相关论文
共 10 条
[1]  
AGMON S, 1965, LECTURES ELLIPTIC BO
[2]  
Darroch J N, 1965, J APPL PROBAB, V2, P88, DOI DOI 10.2307/3211876
[3]   ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME, I [J].
DONSKER, MD ;
VARADHAN, SRS .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1975, 28 (01) :1-47
[4]   ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .3. [J].
DONSKER, MD ;
VARADHAN, SRS .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1976, 29 (04) :389-461
[5]   PRINCIPAL EIGENVALUE OF 2ND-ORDER ELLIPTIC DIFFERENTIAL OPERATORS [J].
DONSKER, MD ;
VARADHAN, SRS .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1976, 29 (06) :595-621
[6]  
Krein M.G., 1962, T AM MATH SOC, V10, P199
[7]  
LIDSKII VB, 1960, SOVIET MATH, V1, P540
[8]  
PINSKY RG, UNPUB ANN PROBAB AUG
[9]   ON QUAS-STATIONARY DISTRIBUTIONS IN DISCRETE-TIME MARKOV CHAINS WITH A DENUMERABLE INFINITY OF STATES [J].
SENETA, E ;
VEREJONE.D .
JOURNAL OF APPLIED PROBABILITY, 1966, 3 (02) :403-&
[10]  
Stroock D.W., 2007, MULTIDIMENSIONAL DIF