AN INVARIANCE-PRINCIPLE FOR MARKOV-PROCESSES AND BROWNIAN PARTICLES WITH SINGULAR INTERACTION

Authors
OSADA H
Citation
H. Osada, AN INVARIANCE-PRINCIPLE FOR MARKOV-PROCESSES AND BROWNIAN PARTICLES WITH SINGULAR INTERACTION, Annales de l'I.H.P. Probabilites et statistiques, 34(2), 1998, pp. 217-248
Citations number
29
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annales de l'I.H.P. Probabilites et statistiques → ACNP
ISSN journal
02460203
Volume
34
Issue
2
Year of publication
1998
Pages
217 - 248
Database
ISI
SICI code
0246-0203(1998)34:2<217:AIFMAB>2.0.ZU;2-F
Abstract
We prove an invariance principle for functionals of Markov processes. As an application we prove an invariance principle for tagged particle s of Brownian particles with non-symmetric interactions. (C) Elsevier, Paris.