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Limit theorems for certain functionals associated to stable processes in a Hölder space

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Publication:1348595
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DOI10.5565/PUBLMAT_45201_04zbMath0995.60037OpenAlexW2074071195MaRDI QIDQ1348595

V. Pereyra

Publication date: 21 October 2002

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/41434


zbMATH Keywords

local timesstable processes


Mathematics Subject Classification ID

Stable stochastic processes (60G52) (L^p)-limit theorems (60F25)


Related Items (6)

A Law of the Iterated Logarithm for Some Additive Functionals of Symmetric Stable Process Via the Strong Approximation ⋮ Weak convergence in a class of anisotropic Besov-Orlicz space ⋮ Regularities and limit theorems of some additive functionals of symmetric stable process in some anisotropic Besov spaces ⋮ A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times ⋮ Convergence in law for certain additive functionals of symmetric stable processes under strong topology ⋮ Occupation time problem for multifractional Brownian motion




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