Convergence of Time Changed Skew Product Diffusion Processes |
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Authors: | Tomoko Takemura |
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Institution: | 1. Department of Mathematics, Nara Women’s University, Nara, Japan
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Abstract: | A limit theorem for the time changed skew product diffusion processes is investigated. Skew product diffusion processes are given by one dimensional diffusion processes and the spherical Brownian motion, and the time change is based on a positive continuous additive functional. It is shown that the limit process is corresponding to Dirichlet form of non-local type according to degeneracy of the limit measure of underlying ones. Some examples of limit processes are given which lead us to Dirichlet forms with diffusion term, jump term and killing term. |
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