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For positive recurrent jumping-in diffusions with small jumps, we establish distributional limits of the fluctuations of inverse local times and occupation times. For this purpose, we introduce and utilize eigenfunctions… Click to show full abstract
For positive recurrent jumping-in diffusions with small jumps, we establish distributional limits of the fluctuations of inverse local times and occupation times. For this purpose, we introduce and utilize eigenfunctions with modified Neumann boundary condition and apply the Krein-Kotani correspondence.
Keywords:
recurrent jumping;
small jumps;
positive recurrent;
jumping diffusions;
diffusions small
Journal Title: Journal of Functional Analysis
Year Published: 2020
Link to full text (if available)
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Journal Title: Journal of Functional Analysis
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!