Abstract
This is primarily an expository survey of results, recent and past, on criteria for recurrence, ergodicity and the validity of the central limit theorem for multidimensional diffusions.
Keywords
- Central Limit Theorem
- Ergodic Theorem
- Borel Measurable Function
- Strong Markov Property
- Dimensional Diffusion
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This research was supported by the United States National Science Foundation GrantsMCS 79-03004 A01, CME 8004499.
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Bhattacharya, R.N. (1981). Asymptotic Behavior of Several Dimensional Diffusions. In: Arnold, L., Lefever, R. (eds) Stochastic Nonlinear Systems in Physics, Chemistry, and Biology. Springer Series in Synergetics, vol 8. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-68038-0_9
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