Stable limit theorems for additive functionals of one-dimensional diffusion processes
Probability
2022-04-27 v3
Abstract
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 -stable process in large time for .
Cite
@article{arxiv.2104.06027,
title = {Stable limit theorems for additive functionals of one-dimensional diffusion processes},
author = {Loïc Béthencourt},
journal= {arXiv preprint arXiv:2104.06027},
year = {2022}
}