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Produits semi-directs de diffusions reelles et lois asymptotiques
Published online by Cambridge University Press: 01 July 2016
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.
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- Copyright © Applied Probability Trust 1989
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