Asymptotics for time-changed diffusions
classification
🧮 math.PR
math.AP
keywords
coefficientsdiffusionstime-changedaccordinganalysisasymptoticasymptoticsbehaviour
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.