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Asymptotic Behavior of Several Dimensional Diffusions

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Stochastic Nonlinear Systems in Physics, Chemistry, and Biology

Part of the book series: Springer Series in Synergetics ((SSSYN,volume 8))

Abstract

This is primarily an expository survey of results, recent and past, on criteria for recurrence, ergodicity and the validity of the central limit theorem for multidimensional diffusions.

This research was supported by the United States National Science Foundation GrantsMCS 79-03004 A01, CME 8004499.

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© 1981 Springer-Verlag Berlin Heidelberg

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Bhattacharya, R.N. (1981). Asymptotic Behavior of Several Dimensional Diffusions. In: Arnold, L., Lefever, R. (eds) Stochastic Nonlinear Systems in Physics, Chemistry, and Biology. Springer Series in Synergetics, vol 8. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-68038-0_9

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  • DOI: https://doi.org/10.1007/978-3-642-68038-0_9

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-68040-3

  • Online ISBN: 978-3-642-68038-0

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