Abstract

This paper focuses on a class of regime-switching functional diffusion processes with infinite delay and develops a central limit theorem (CLT) for additive functionals under uniform mixing conditions. In addition, a law of iterated logarithm (LIL) for the additive functionals is also established by using the square integrable martingale difference sequences. Finally, two examples are given to illustrate our results.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.