Limit theorems and variation properties for fractional derivatives of the local time of a stable process

zbMath0749.60072MaRDI QIDQ1190312

Patrick J. Fitzsimmons, Ronald Getoor

Publication date: 27 September 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1992__28_2_311_0

zbMATH Keywords

fractional derivativesHilbert transformsoccupation timesstable Markov processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Local time and additive functionals (60J55) Markov processes (60J99)

Related Items (13)

The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 ⋮ Limit theorems related to the integral functionals of one dimensional fractional Brownian motion ⋮ Continuity in law of some additive functionals of bifractional Brownian motion ⋮ Representations for continuous additive functionals of super-Brownian and super-stable processes ⋮ On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times ⋮ Self-similar stochastic processes with stationary increments as limits of particle systems ⋮ Occupation time limits of inhomogeneous Poisson systems of independent particles ⋮ An integral functional driven by fractional Brownian motion ⋮ First order \(p\)-variations and Besov spaces ⋮ Occupation time problem for multifractional Brownian motion ⋮ The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$ ⋮ Regularity of the Cauchy principal value of the local times of some Lévy processes

This page was built for publication: Limit theorems and variation properties for fractional derivatives of the local time of a stable process