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Asymptotics for occupation times of half-lines by stable processes and perturbed reflecting brownian motion - MaRDI portal

Asymptotics for occupation times of half-lines by stable processes and perturbed reflecting brownian motion

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Publication:4357814

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DOI10.1080/17442509508834019zbMath0886.60030OpenAlexW2062674620MaRDI QIDQ4357814

Wendelin Werner, Zhan Shi

Publication date: 4 May 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508834019

zbMATH Keywords

Brownian motion local time arcsine law stable processes sample path properties

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (1)

An infinite-dimensional representation of the Ray-Knight theorems

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