Produits semi-directs de diffusions reelles et lois asymptotiques

Authors
Franchi, J.
Citation
J. Franchi,, Produits semi-directs de diffusions reelles et lois asymptotiques, Advances in applied probability , 21(4), 1989, pp. 756-769
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
21
Issue
4
Year of publication
1989
Pages
756 - 769
Database
ACNP
SICI code
Abstract
A general study of the asymptotic law of a skew-product of two real diffusions is proposed; a complete and elementary form of the Rosenkrantz theorem is given; the results are applied to three examples: the Brownian motions on SO3, on S3, and on SH3.