On the character of convergence to Brownian local time. II

DOI10.1007/BF00699106zbMath0572.60079OpenAlexW4253157143MaRDI QIDQ1062358

A. N. Borodin

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00699106

zbMATH Keywords

Brownian local timestrong invariance principles for local times

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items

Optimal estimation of the supremum and occupation times of a self-similar Lévy process, Laws of the iterated logarithm for a class of iterated processes, A note on the stability of the local time of a Wiener process, On the local time process standardized by the local time at zero, Stochastic Airy semigroup through tridiagonal matrices, Weak invariance principle for local times, Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues, Potential kernel, hitting probabilities and distributional asymptotics, Distribution of functionals of Brownian motion stopped at a time that is inverse to local time, Large deviations for local time fractional Brownian motion and applications, Approximation of fractional local times: zero energy and derivatives, Strong approximation of additive functionals, Level crossings of the empirical process, Level crossings of a two-parameter random walk, On best possible approximations of local time, A class of asymptotically self-similar stable processes with stationary increments, Endogeneity in Nonlinear Regressions with Integrated Time Series, On the occupation time of an iterated process having no local time, Limit theorems for additive functionals of random walks in random scenery

Cites Work

• On the character of convergence to Brownian local time. I
• An iterated logarithm law for local time
• A property of Brownian motion paths
• Sojourn times of diffusion processes
• Weak invariance principles for local time
• Strong invariance for local times
• Random Walks and A Sojourn Density Process of Brownian Motion
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item