Special Session 16: 

Locally Uniform Birkhoff Ergodic Theorem

Xue-Mei H Li
Imperial College London
England
Co-Author(s):    
Abstract:
Given a family of diffusion operators satisfying Hormanders conditions or sub-elliptic estimates, we obtain a Birkhoff ergodic theorem (law of large numbers ) with rate, the rate is locally uniform in the parameter. These theorems can be used to obtain limit theorems for stochastic differential equations.