Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156594 | Stochastic Processes and their Applications | 2007 | 25 Pages |
Abstract
We study a diffusion with time dependent random coefficients. The diffusion coefficient is allowed to become degenerate. We prove an invariance principle for when this diffusion is supposed to be controlled by another one with time independent coefficients.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Rémi Rhodes,