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Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
Central Limit Theorems Large Deviations Additive Functionals Reflecting Diffusion Processes
2015/7/6
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting disions in which the functional may include a term associated with t...
A representation theorem for continuous additive functionals of zero quadratic variation
A representation theorem continuous additive functionals zero quadratic variation
2009/9/22
We study continuous additive functionals of zero
quadratic variation of strong Markov continuous local martingales by
means of stochastic calculus. We show that they admit a representation
as a sto...