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Produits semi-directs de diffusions reelles et lois asymptotiques

Published online by Cambridge University Press:  01 July 2016

J. Franchi
J. Franchi*
Affiliation:
Université Paris VI
*
∗Postal address: Laboratoire de Probabilités, Université Paris VI, 4, place Jussieu, Tour 56 3ème Etage, 75252 Paris Cedex 05, France.
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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.

Keywords

SKEW PRODUCTSREAL DIFFUSIONSASYMPTOTIC LAWS
Type
Research Article
Information
Advances in Applied Probability , Volume 21 , Issue 4 , December 1989 , pp. 756 - 769
Copyright
Copyright © Applied Probability Trust 1989 

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References

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