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Limit theorems for additive functionals of path-dependent SDEs
Jianhai Bao,
Feng-yu Wang,
Chenggui Yuan 
Discrete & Continuous Dynamical Systems - A, Volume: 40, Issue: 9, Pages: 5173 - 5188
Swansea University Authors:
Feng-yu Wang, Chenggui Yuan
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DOI (Published version): 10.3934/dcds.2020224
Abstract
Limit theorems for additive functionals of path-dependent SDEs
| Published in: | Discrete & Continuous Dynamical Systems - A |
|---|---|
| ISSN: | 1553-5231 |
| Published: |
American Institute of Mathematical Sciences (AIMS)
2020
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa57826 |
| Keywords: |
strong law of large numbers, central limit theorem, law of iterated logarithm, ergodicity, path-dependent SDEs |
|---|---|
| College: |
Faculty of Science and Engineering |
| Issue: |
9 |
| Start Page: |
5173 |
| End Page: |
5188 |