Abstract
This article attempts to lay a proper foundation for studying asymptotic properties of nonhomogeneous diffusions, extends earlier criteria for transience, recurrence, and positive recurrence, and provides sufficient conditions for the weak convergence of a shifted nonhomogeneous diffusion to a limiting stationary homogenous diffusion. A functional central limit theorem is proved for the class of positive recurrent homogeneous diffusions. Upper and lower functions for positive recurrent nonhomogeneous diffusions are also studied.
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