Asymptotics for time-changed diffusions

Capitanelli, Raffaela; D’Ovidio, Mirko

doi:10.1090/tpms/1021

Asymptotics for time-changed diffusions

Authors: Raffaela Capitanelli and Mirko D’Ovidio
Journal: Theor. Probability and Math. Statist. 95 (2017), 41-58
MSC (2010): Primary 60J65, 60J50, 35J25
DOI: https://doi.org/10.1090/tpms/1021
Published electronically: February 28, 2018
MathSciNet review: 3631643
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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.

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