On limit processes for a class of additive functional of recurrent diffusion processes
From MaRDI portal
Publication:3875054
DOI10.1007/BF00534253zbMath0435.60080MaRDI QIDQ3875054
Yuji Kasahara, Shin'ichi Kotani
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items
Propriétés d'intersection des marches aléatoires. II: Étude des cas critiques. (Properties of intersection of random walks. II: Study of the critical case), Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time), A limit law for functionals of multiple independent fractional Brownian motions, A limit theorem for occupation times of fractional Brownian motion, Limit theorems for additive functionals of the fractional Brownian motion, Limit theorems of Brownian additive functionals, On the local times of noise reinforced Bessel processes, Central limit theorem for an additive functional of the fractional Brownian motion, A limit theorem for occupation times of Lamperti's stochastic processes, Functional central limit theorem for additive functionals of \(\alpha \)-stable processes, Second-order limit laws for occupation times of fractional Brownian motion, Residual based tests for cointegration in dependent panels, Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps, Strong approximations of additive functionals of a planar Brownian motion., Nonlinear IV unit root tests in panels with cross-sectional dependency., Étude asymptotique de certains mouvements browniens complexes avec drift
Cites Work
- Conformal martingales
- Limit theorems of occupation times for Markov processes
- Limit theorems for random walks, birth and death processes, and diffusion processes
- On Occupation Times for Markoff Processes
- Ergodic Property of the Brownian Motion Process
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
