Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
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DOI: 10.1016/j.jfa.2020.108655
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… read more here.
Keywords: recurrent jumping; small jumps; positive recurrent; jumping diffusions ... See more keywords