Conjecture on the range and rate of convergence for the sticky-diffusion approximation

From papers

The paper considers the parameter α(0,1)\alpha\in(0,1) in the approximation of the local time of a sticky diffusion. Theorem

concernstheconvergenceofthestatisticsinconcerns the convergence of the statistics in

and

.Convergencerateconjecture.Theorem. **Convergence-rate conjecture.** Theorem

holds for every α(0,1)\alpha\in(0,1), and the rates of convergence of both

andand

increase with α\alpha.

The simulations suggest that the convergence result extends to values of α\alpha in [1/2,1)[1/2,1), which are not covered by the stated theorem. The conjectured dependence of the convergence rate on α\alpha remains unestablished in the supplied text.

Progress summary

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Sources & referencesView supporting material

Primary source

Alexis Anagnostakis, “Functional convergence to the local time of a sticky diffusion”, arXiv:2202.03698 (2024).

Solutions 0

No solutions have been posted yet.