Some limiting laws associated with the integrated Brownian motion

DOI10.1051/ps/2014018zbMath1333.60180arXiv1307.1395OpenAlexW2964144085MaRDI QIDQ2786474

Christophe Profeta

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1395

zbMATH Keywords

penalizationlimit theoremsintegrated Brownian motionpassage times

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent ⋮ Persistence and exit times for some additive functionals of skew Bessel processes ⋮ Persistence of integrated stable processes ⋮ Particle approximation for Lagrangian stochastic models with specular boundary condition ⋮ On universality in penalisation problems with multiplicative weights

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