On some limit theorems for occupation times of one dimensional Brownian motion and its continuous additive functionals locally of zero energy
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Publication:1822419
DOI10.1215/kjm/1250520924zbMath0618.60080OpenAlexW1549990192MaRDI QIDQ1822419
Publication date: 1986
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250520924
Tanaka formulafractional derivativecontinuous additive functionalsCauchy's principle valueconvergence in law on the space of continuous functions
Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Related Items (12)
Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions) ⋮ Asymptotic properties of additive functionals of Brownian motion ⋮ Limit theorems related to the integral functionals of one dimensional fractional Brownian motion ⋮ Continuity in law of some additive functionals of bifractional Brownian motion ⋮ Representations for continuous additive functionals of super-Brownian and super-stable processes ⋮ On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times ⋮ Functional central limit theorem for additive functionals of \(\alpha \)-stable processes ⋮ Large-noise asymptotic for one-dimensional diffusions ⋮ Weak extinction versus global exponential growth of total mass for superdiffusions ⋮ Occupation time problem for multifractional Brownian motion ⋮ Plane wave decomposition of even-dimensional Brownian local times
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