Diffusion approximations for random walks on nilpotent Lie groups

Lucia Caramellino, Adriana Climescu-Haulica, Barbara Pacchiarotti

Type: Article

Publication Date: 1999-02-01

Citations: 1

DOI: https://doi.org/10.1016/s0167-7152(98)00151-5

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Locations

Statistics & Probability Letters - View

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Works That Cite This (1)

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+ PDF Chat	Law of the Iterated Logarithm for Random Walks on Nilpotent Groups	2001	Lucia Caramellino Valentina Di Vincenzo

Works Cited by This (6)

Action	Title	Year	Authors
+	Multidimensional Diffusion Processes	1997	Daniel W. Stroock S. R. Srinivasa Varadhan
+ PDF Chat	Riemann-Stieltjes approximations of stochastic integrals	1969	Eugene Wong Moshe Zakai
+ PDF Chat	Th�or�me de la limite centrale sur les groupes nilpotents	1978	Albert Raugi
+ PDF Chat	Large deviations and functional iterated logarithm law for diffusion processes	1986	Paolo Baldi
+	On the relation between ordinary and stochastic differential equations	1965	Eugene Wong Zakai Moshe
+	MULTI-DIMENSIONAL DIFFUSION PROCESSES	1980	J. F. C. Kingmán