Random Fourier series and continuous additive functionals of Lévy processes on the torus

DOI10.1214/AOP/1065725178zbMath0862.60066OpenAlexW1928956712MaRDI QIDQ2565353

Michael B. Marcus, Jay S. Rosen

Publication date: 25 May 1997

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

Full work available at URL: https://doi.org/10.1214/aop/1065725178

zbMATH Keywords

Lévy processDirichlet spacesrandom Fourier seriescontinuous additive functionals

Mathematics Subject Classification ID

Gaussian processes (60G15) Probabilistic potential theory (60J45) Local time and additive functionals (60J55) Probabilistic methods for one variable harmonic analysis (42A61)

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