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Limit theorems for one-dimensional diffusions: reflected, skew, sticky, skew-sticky, and snapping-out limits

Pilipenko, Andrey et al.
arXiv (All) · Papers
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probability
We establish general conditions for the weak convergence of regular one-dimensional diffusion processes when their scale functions, speed measures, state spaces and boundary conditions may substantially vary. Our approach is based on the classical Itô--McKean representation of regular diffusions v
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