Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time)

DOI10.1007/BF01212557zbMath0717.60092OpenAlexW2912596261MaRDI QIDQ2638672

Catherine Donati-Martin

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01212557

zbMATH Keywords

integrability propertiesMalliavin's calculuslimit theorems in lawoccupation time densityoscillatory stochastic integrals

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

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• Étude asymptotique de certains mouvements browniens complexes avec drift
• Asymptotic laws of planar Brownian motion
• Stochastic calculus with anticipating integrands
• Semi-martingales et grossissement d'une filtration
• On tail probabilities for martingales
• Le problème de Buffon–Synge pour une corde
• On limit processes for a class of additive functional of recurrent diffusion processes
• [https://portal.mardi4nfdi.de/wiki/Publication:5186512 Continuity of local times for L�vy processes]

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