Stable limit theorems for additive functionals of one-dimensional diffusion processes - Inria - Institut national de recherche en sciences et technologies du numérique
Article Dans Une Revue Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques Année : 2022

Stable limit theorems for additive functionals of one-dimensional diffusion processes

Résumé

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some explicit conditions on the additive functional so that its fluctuations behave like some $\alpha$-stable process in large time for $\alpha\in(0,2]$.

Dates et versions

hal-03197696 , version 1 (14-04-2021)

Identifiants

Citer

Loïc Béthencourt. Stable limit theorems for additive functionals of one-dimensional diffusion processes. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, In press. ⟨hal-03197696⟩
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