Non-linear functionals of the Brownian bridge and some applications.
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Publication:1879521
DOI10.1016/S0304-4149(00)00068-5zbMath1047.60082OpenAlexW2043490350WikidataQ127938068 ScholiaQ127938068MaRDI QIDQ1879521
Corinne Berzin-Joseph, José Rafael León, Joaquín E. Ortega
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00068-5
Brownian bridgelocal timecrossingsnonlinear functionalsnon-homogeneous diffusionregularization by convolution
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Cites Work
- Central limit theorems for non-linear functionals of Gaussian fields
- Central limit theorems for \(L_ p\)-norms of density estimators
- On mixing and stability of limit theorems
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Non parametric estimation of the diffusion coefficient of a diffusion process
- On the average number of real roots of a random algebraic equation
- Weak convergence of the integrated number of level crossings to the local time for Wiener processes
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