Journal article 915 views 359 downloads
Limit theorems for additive functionals of path-dependent SDEs
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: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa57826 |
| first_indexed |
2021-10-04T13:41:55Z |
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2021-10-05T03:23:05Z |
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2021-10-04T14:54:05.1478691 v2 57826 2021-09-09 Limit theorems for additive functionals of path-dependent SDEs 6734caa6d9a388bd3bd8eb0a1131d0de Feng-yu Wang Feng-yu Wang true false 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2021-09-09 Journal Article Discrete & Continuous Dynamical Systems - A 40 9 5173 5188 American Institute of Mathematical Sciences (AIMS) 1553-5231 strong law of large numbers, central limit theorem, law of iterated logarithm, ergodicity, path-dependent SDEs 1 9 2020 2020-09-01 10.3934/dcds.2020224 COLLEGE NANME COLLEGE CODE Swansea University 2021-10-04T14:54:05.1478691 2021-09-09T09:03:41.9860849 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jianhai Bao 1 Feng-yu Wang 2 Chenggui Yuan 0000-0003-0486-5450 3 57826__20800__830fc66156cf48c98ca2ad5b271147de.pdf DCDS-A-RIS.pdf 2021-09-09T09:08:24.0173216 Output 334664 application/pdf Accepted Manuscript true 2021-09-01T00:00:00.0000000 true eng |
| title |
Limit theorems for additive functionals of path-dependent SDEs |
| spellingShingle |
Limit theorems for additive functionals of path-dependent SDEs Feng-yu Wang Chenggui Yuan |
| title_short |
Limit theorems for additive functionals of path-dependent SDEs |
| title_full |
Limit theorems for additive functionals of path-dependent SDEs |
| title_fullStr |
Limit theorems for additive functionals of path-dependent SDEs |
| title_full_unstemmed |
Limit theorems for additive functionals of path-dependent SDEs |
| title_sort |
Limit theorems for additive functionals of path-dependent SDEs |
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6734caa6d9a388bd3bd8eb0a1131d0de 22b571d1cba717a58e526805bd9abea0 |
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6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan |
| author |
Feng-yu Wang Chenggui Yuan |
| author2 |
Jianhai Bao Feng-yu Wang Chenggui Yuan |
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Journal article |
| container_title |
Discrete & Continuous Dynamical Systems - A |
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40 |
| container_issue |
9 |
| container_start_page |
5173 |
| publishDate |
2020 |
| institution |
Swansea University |
| issn |
1553-5231 |
| doi_str_mv |
10.3934/dcds.2020224 |
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American Institute of Mathematical Sciences (AIMS) |
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Faculty of Science and Engineering |
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Faculty of Science and Engineering |
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School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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2020-09-01T06:17:26Z |
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