Asymptotic properties of additive functionals of Brownian motion

DOI10.1214/aop/1024404425zbMath0887.60077OpenAlexW2075051965MaRDI QIDQ1356373

Masayoshi Takeda, Tu-Sheng Zhang

Publication date: 27 April 1998

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404425

zbMATH Keywords

large deviationadditive functionalsDirichlet forms

Mathematics Subject Classification ID

Dirichlet forms (31C25) Large deviations (60F10) Local time and additive functionals (60J55)

Related Items (3)

Fukushima type decomposition for semi-Dirichlet forms ⋮ Large deviation principles for generalized Feynman-Kac functionals and its applications ⋮ \(L^p\)-independence of spectral bounds of Feynman-Kac semigroups by continuous additive functionals

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• Complements on the Hilbert transform and the fractional derivative of Brownian local times
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain Markov process expectations for large time—III

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