Year: 2007
Type: preprint
Abstract: We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the limiting process. The class of the W-functionals, that can be obtained as the limiting ones, is completely described in the terms of the associated W-measures, and coincides with the class of the functionals that are regular w.r.t. the phase variable.
Source: arXiv (Cornell University)
Author: Kulik, Alexey M.
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2952940465