The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\)
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Publication:1326287
DOI10.1007/BF01311348zbMath0794.60046OpenAlexW1973703216MaRDI QIDQ1326287
Publication date: 15 August 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01311348
Random fields (60G60) Gaussian processes (60G15) Stochastic integrals (60H05) Local time and additive functionals (60J55)
Related Items (12)
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Cites Work
- Stochastic analysis and local times for (N,d)-Wiener process
- Lectures on stochastic differential equations and Malliavin calculus
- Asymptotic laws of planar Brownian motion
- Dirichlet forms and analysis on Wiener space
- Stochastic integrals in the plane
- Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
- Chaos expansions and local times
- On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral
- Sample function properties of multi-parameter stable processes
- Stochastic Integration for Some Rough Non‐adapted Processes
- Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
- Ergodic Property of the Brownian Motion Process
- Unnamed Item
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