5 citations · 5 across the 5 of their papers we have counts for
11 papers
A CLT for degenerate diffusions with periodic coefficients, and application to homogenisation of linear PDEs
Nikola Sandrić, Ivana Valentić
In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context…
On Sub-Geometric Ergodicity of Diffusion Processes
Petra Lazić, Nikola Sandrić
In this article, we discuss ergodicity properties of a diffusion process given through an Itô stochastic differential equation. We identify conditions on the drift and diffusion co…
Limit theorems for a stable sausage
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
In this article, we study fluctuations of the volume of a stable sausage defined via a -dimensional rotationally invariant -stable process. As the main results, we establish…
Periodic Homogenization of a Lévy-Type Process with Small Jumps
Nikola Sandrić, Ivana Valentić, Jian Wang
In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called Lévy-type process. Under the assu…
Functional CLT for the range of stable random walks
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
In this note, we establish a functional central limit theorem for the capacity of the range for a class of -stable random walks on the integer lattice with $d > 5…
CLT for the capacity of the range of stable random walks
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
In this article, we establish a central limit theorem for the capacity of the range process for a class of -dimensional symmetric -stable random walks with the index satisfyi…