On the fractional derivative of Brownian local times

DOI10.1215/kjm/1250521158zbMath0625.60090OpenAlexW1499893375MaRDI QIDQ579766

Toshio Yamada

Publication date: 1985

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250521158

zbMATH Keywords

Hilbert transformfractional derivativelocal time of Brownian motion

Mathematics Subject Classification ID

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

Related Items (9)

The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 ⋮ Asymptotic properties of additive functionals of Brownian motion ⋮ Limit theorems related to the integral functionals of one dimensional fractional Brownian motion ⋮ Representations for continuous additive functionals of super-Brownian and super-stable processes ⋮ Regularities and limit theorems of some additive functionals of symmetric stable process in some anisotropic Besov spaces ⋮ A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times ⋮ An integral functional driven by fractional Brownian motion ⋮ Weak convergence to fractional Brownian motion in some anisotropic Besov space ⋮ The fractional smoothness of integral functionals driven by Brownian motion

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