Journal of the Mathematical Society of Japan, 2015, Vol.67 (4), p.1859-1890
2015
Details
- Autor(en) / Beteiligte
- Titel
- Functional limit theorems for processes pieced together from excursions
- Ist Teil von
- Journal of the Mathematical Society of Japan, 2015, Vol.67 (4), p.1859-1890
- Ort / Verlag
- Mathematical Society of Japan
- Erscheinungsjahr
- 2015
- Link zum Volltext
- Quelle
- Electronic Journals Library
- Beschreibungen/Notizen
- A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization theorems of jumping-in extensions for positive self-similar Markov processes, for Walsh diffusions and for the Brownian motion on the Sierpiński gasket.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0025-5645eISSN: 1881-2333DOI: 10.2969/jmsj/06741859Titel-ID: cdi_projecteuclid_primary_oai_CULeuclid_euclid_jmsj_1445951170
- Format
- –
- Schlagworte
- 60F17, 60G18, excursion theory, functional limit theorems, self-similar processes