We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE’s connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are presented.
Asymptotics for time-changed diffusions / Capitanelli, Raffaela; D'Ovidio, Mirko. - In: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS. - ISSN 0094-9000. - STAMPA. - 95:(2017), pp. 37-54.
Asymptotics for time-changed diffusions
CAPITANELLI, Raffaela;D'OVIDIO, MIRKO
2017
Abstract
We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE’s connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are presented.File allegati a questo prodotto
| File | Dimensione | Formato | |
|---|---|---|---|
|
Capitanelli-Asymptotic time changed-2017.pdf
solo gestori archivio
Tipologia:
Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza:
Creative commons
Dimensione
239.92 kB
Formato
Adobe PDF
|
239.92 kB | Adobe PDF | Contatta l'autore |
|
Capitanelli-Asymptotic time changed-2017.pdf
accesso aperto
Tipologia:
Documento in Post-print (versione successiva alla peer review e accettata per la pubblicazione)
Licenza:
Creative commons
Dimensione
139.41 kB
Formato
Adobe PDF
|
139.41 kB | Adobe PDF |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
