Cover Image

A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions

The (normalized) number of sign changes for a weakly convergent sequence of onedimensional diffusion processes is considered. The limit theorem for this number is established.

Saved in:

Bibliographic Details
Date:	2008
Main Author:	Kulik, A.M.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2008
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4555
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions / A.M. Kulik // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 79–92. — Бібліогр.: 14 назв.— англ.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine

Similar Items

Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem
by: Kulik, A.M.
Published: (2008)

Limit theorems for the number of crossings of a fixed plane by certain sequences of generalized dbffusion processes
by: Goshko, L. V., et al.
Published: (1994)

Limit theorems for one-dimensional boundary-value problems
by: T. I. Kodljuk, et al.
Published: (2013)

Limit theorems for one-dimensional boundary-value problems
by: Kodlyuk, T. I., et al.
Published: (2013)

Limit theorems for oscillatory functionals of a Markov process
by: Androshchuk, T.O., et al.
Published: (2005)

Limit theorems for general one-dimensional boundary-value problems
by: V. A. Mikhajlets, et al.
Published: (2014)

Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem
by: Kulik, A. M., et al.
Published: (2008)

Large deviations for one-dimensional SDE with discontinuous diffusion coefficient
by: A. M. Kulik, et al.
Published: (2012)

A functional limit theorem of the type of the law of large numbers for random reliefs
by: Yurachkovskii, A. P., et al.
Published: (1999)

Limit theorems for diffusion-type processes in $R^m$
by: Pisanets, S. I., et al.
Published: (1993)

On a set of partial limits of a sequence of weighted sums of independent random variables
by: Kulik, A. M., et al.
Published: (1994)

Functional limit theorems for a time-changed multidimensional Wiener process
by: Mishura, Yuliya, et al.
Published: (2026)

On Kolmogorov-Type Inequalities Taking into Account the Number of Changes in the Sign of Derivatives
by: Kofanov, V. A., et al.
Published: (2003)

On a limit behavior of a one-dimensional random walk with non-integrable impurity
by: A. Pilipenko, et al.
Published: (2015)

One example of a random change of time that transforms a generalized diffusion process into an ordinary one
by: Aryasova, O.V., et al.
Published: (2007)

On sharp Kolmogorov-type inequalities taking into account the number of sign changes of derivatives
by: Kofanov, V. A., et al.
Published: (2008)

A limit theorem for semi-Markov process
by: Bondarenko, A.
Published: (2007)

On a first initial-boundary problem for an one-dimensional quasilinear fractional diffusion equation
by: M. V. Krasnoshchok
Published: (2016)

On the Lyapunov convexity theorem with appications to sign-embeddings
by: Kadets, V.М., et al.
Published: (1992)

Continuous mapping on a set of limiting points of an iterational sequence
by: Sharkovsky, A. N., et al.
Published: (1966)

Sign Combinatorial Spaces, Finite Sequences and Logarithmic Spirals
by: N. K. Tymofiieva
Published: (2022)

On sequences of Mealy automata and their limits
by: Reznykov, I.I.
Published: (2006)

On the Upper Limit of a Random Sequence and the Law of the Iterated Logarithm
by: Petrov, V. V., et al.
Published: (2000)

Visiting measures and an ergodic theorem for a sequence of iterations with random perturbations
by: Dorogovtsev, A. A., et al.
Published: (1999)

A note on the central limiting theorem in the Banach space
by: Matsak, I. K., et al.
Published: (1988)

Exact values of the best $(, )$-approximations of classes of convolutions with kernels that do not increase the number of sign changes
by: N. V. Parfinovych
Published: (2017)

Twin signed domination numbers in directed graphs
by: Atapour, Maryam, et al.
Published: (2017)

On the properties and estimates for the prime numbers sequences
by: E. V. Ivokhin, et al.
Published: (2015)

On a limit theorem for an additive functional on a nonrecurrent Markovian chain
by: Ruzhevich, N. A., et al.
Published: (1997)

On the boundedness of one recurrent sequence in a banach space
by: Vyatchaninov, O. V., et al.
Published: (2009)

On Feller semigroups associated with one-dimensional diffusion processes with membranes
by: B. I. Kopytko, et al.
Published: (2016)

One-dimensional model of the diffusion process with a membrane that is described by the Feller–Wentzel conjugation condition
by: P. P. Kononchuk
Published: (2011)

Functional sequences and Taylor series with a fuzzy complex number as an argument
by: Ja. Spektorskij
Published: (2016)

A limit theorem for mixing processes subject to rarefaction. II
by: Gasanenko, V. A., et al.
Published: (1998)

A limit theorem for mixing processes subject to rarefaction. I
by: Gasanenko, V. A., et al.
Published: (1998)

A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
by: Rösler, M., et al.
Published: (2015)

The Lyapunov theorem on convexity and its use for sign-embeddings
by: Kadets , V. М., et al.
Published: (1992)

On the Limit Behavior of a Sequence of Markov Processes Perturbed in a Neighborhood of the Singular Point
by: Pilipenko, A. Yu., et al.
Published: (2015)

On the Limit Behavior of a Sequence of Markov Processes Perturbed in a Neighborhood of the Singular Point
by: Ju. Pilipenko, et al.
Published: (2015)

A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
by: Aryasova, O.V., et al.
Published: (2008)