Limit theorems for local times of fractional Brownian motions and some other self-similar processes

DOI10.1215/kjm/1250518444zbMath0882.60037OpenAlexW1556498707MaRDI QIDQ1367049

Narn-Rueih Shieh

Publication date: 3 February 1998

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250518444

zbMATH Keywords

limit theoremlocal timeself-similar processstationary increments

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (6)

Limit theorems related to the integral functionals of one dimensional fractional Brownian motion ⋮ Continuity in law of some additive functionals of bifractional Brownian motion ⋮ On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ Asymptotic properties of integral functionals of fractional Brownian fields ⋮ Occupation time problem for multifractional Brownian motion ⋮ On moduli of continuity for local times of fractional stable processes

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