Functional limit theorems for processes pieced together from excursions

• Yano Kouji

  Graduate School of Science, Kyoto University

抄録

A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization theorems of jumping-in extensions for positive self-similar Markov processes, for Walsh diffusions and for the Brownian motion on the Sierpiński gasket.

収録刊行物

• Ｊｏｕｒｎａｌ　ｏｆ　ｔｈｅ　Ｍａｔｈｅｍａｔｉｃａｌ　Ｓｏｃｉｅｔｙ　ｏｆ　Ｊａｐａｎ

  Ｊｏｕｒｎａｌ　ｏｆ　ｔｈｅ　Ｍａｔｈｅｍａｔｉｃａｌ　Ｓｏｃｉｅｔｙ　ｏｆ　Ｊａｐａｎ 67 (4), 1859-1890, 2015

  一般社団法人 日本数学会

キーワード

• functional limit theorems
• excursion theory
• self-similar processes

詳細情報

• CRID: 1390282680092043136
• NII論文ID: 130005108960
• NII書誌ID: AA0070177X
• DOI: 10.2969/jmsj/06741859
• ISSN: 18811167
• ISSN: 18812333
• ISSN: 00255645
• HANDLE: 2433/224946
• NDL書誌ID: 026817952
• Web Site: http://id.ndl.go.jp/bib/026817952
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I026817952
• 本文言語コード: en
• データソース種別:
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  • IRDB
  • NDL
  • Crossref
  • CiNii Articles
  • KAKEN
• 抄録ライセンスフラグ: 使用不可