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Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
Journal of Functional Analysis ( IF 1.7 ) Pub Date : 2020-10-01 , DOI: 10.1016/j.jfa.2020.108655
Kosuke Yamato , Kouji Yano

For positive recurrent jumping-in diffusions with small jumps, we establish distributional limits of the fluctuations of inverse local times and occupation times. For this purpose, we introduce and utilize eigenfunctions with modified Neumann boundary condition and apply the Krein-Kotani correspondence.

中文翻译:

具有小跳跃的正循环跳跃扩散的波动标度限制

对于小跳跃的正循环跳跃扩散,我们建立了反本地时间和占用时间波动的分布限制。为此,我们引入和利用具有修正 Neumann 边界条件的特征函数并应用 Krein-Kotani 对应关系。
更新日期:2020-10-01
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