OCCUPATION TIMES OF BROWNIAN SEGMENTS AND THE σ-FINITE WIENER MEASURE

DOI10.1142/S0219025705001937zbMath1081.60058MaRDI QIDQ5462129

Louis G. Gorostiza, Tomasz Bojdecki

Publication date: 1 August 2005

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

Markov chainrandom measureDarling-Kac theorem\(\sigma\)-finite measure\(\alpha\)-stable segment

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Stable stochastic processes (60G52)

Cites Work

• Mean occupation times of continuous one-dimensional Markov processes
• Nuclear Gelfand triples on Wiener space and applications to trajectorial fluctuations of particle systems
• Time-localization of random distributions on Wiener space
• Time-localization of random distributions on Wiener space. II: Convergence, fractional Brownian density processes
• The Wiener sphere and Wiener measure
• The sequence of sums of independent random variables

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