Asymptotic Normality for Singularly Perturbed Diffusion Processes
碩士 === 臺灣大學 === 數學研究所 === 98 === Let Xε (·) be a diffusion process satisfying. This diffusion process has two time scales. One is a rapidly changing scale, and the other is a slowly varying scale. In this paper, we are interested in a function of the occupation time of when ε → 0. In our intuition,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90151813813773093587 |