Approximation of a Wiener Process Local Time by Functionals of Random Walks

DOI10.1137/S0040585X97T990253zbMath1469.60255OpenAlexW3159843286MaRDI QIDQ3389447

I. A. Ibragimov, M. M. Faddeev, Nataliya V. Smorodina

Publication date: 10 May 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990253

zbMATH Keywords

limit theoremlocal timerandom process

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Approximation via regularization of the local time of semimartingales and Brownian motion
• Sturm-Liouville operators with singular potentials
• Local times for a class of Markoff processes
• A property of Brownian motion paths
• Another limit theorem for local time
• From Brownian Motion to Schrödinger’s Equation
• Local times for Markov processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties