A LIMIT THEOREM FOR THE NUMBER OF SIGN CHANGES FOR A SEQUENCE OF ONE-DIMENSIONAL DIFFUSIONS
ALEXEY M. KULIKTheory of Stochastic Processes Vol. 14 (30), no. 2, 2008, pp.79–92
The (normalized) number of sign changes for a weakly convergent sequence of onedimensional diffusion processes is considered. The limit theorem for this number is established.
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