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A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence

✍ Scribed by F. Liese; W. Schmidt

Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 268 KB
Volume: 161
Category: Article
ISSN: 0025-584X
DOI: 10.1002/mana.19931610121

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✦ Synopsis

For a diffusion type process dX, = d w + a(t, X) dt and a sequence (f,) of nonnegative functions necessary and sufficient conditions to the f, are established which guarantee the as. convergence of fn(X,) dt to zero. This result is applied to derive simple necessary and sufficient conditions for the strong convergence of distributions of diffusion processes formulated in terms of the corresponding drift functions. T 0 1.

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