scientific article

zbMath0653.60074MaRDI QIDQ3799450

Sophie Weinryb, Marc Yor

Publication date: 1988

Full work available at URL: http://www.numdam.org/item?id=SPS_1988__22__225_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergenceGaussian processfractional Brownian motionsintersection local times

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (6)

Central limit theorem for the intersection of two independent Wiener sausages ⋮ Barlow-Yor inequalities for intersection local times of two planar Brownian motions ⋮ Central limit theorem for functionals of two independent fractional Brownian motions ⋮ A CLT for the \(L^{2}\) modulus of continuity of Brownian local time ⋮ Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes ⋮ A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time

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