Asymptotics for time-changed diffusions
Probability
2016-10-03 v1 Analysis of PDEs
Abstract
We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE's connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are presented.
Cite
@article{arxiv.1609.09674,
title = {Asymptotics for time-changed diffusions},
author = {Raffaela Capitanelli and Mirko D'Ovidio},
journal= {arXiv preprint arXiv:1609.09674},
year = {2016}
}