The paper exhibits a sequence of scaled diffusion processes that converge in finite-dimensional distributions over a dense time set but fail to converge weakly in the càdlàg topology.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A Counterexample to Small-time Limit Theorems for Stochastic Processes
The paper exhibits a sequence of scaled diffusion processes that converge in finite-dimensional distributions over a dense time set but fail to converge weakly in the càdlàg topology.