On Kallianpur-Robbins law for fractional Brownian motion

DOI10.1215/KJM/1250518454zbMath1002.60568OpenAlexW1545517689MaRDI QIDQ1367063

Yuji Kasahara, Yuki Matsumoto

Publication date: 9 January 2003

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

Full work available at URL: https://doi.org/10.1215/kjm/1250518454

Mathematics Subject Classification ID

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

Related Items (5)

A limit theorem for occupation times of fractional Brownian motion ⋮ On the local times of noise reinforced Bessel processes ⋮ Occupation times of discrete-time fractional Brownian motion ⋮ Isolated singularities in the heat equation behaving like fractional Brownian motions ⋮ Probabilistic approach to the heat equation with a dynamic Hardy-type potential

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