Weak convergence of the integrated number of level crossings to the local time for Wiener processes

DOI10.4213/TVP2289zbMath0911.60005MaRDI QIDQ5904088

Corinne Berzin-Joseph, José Rafael León

Publication date: 2 March 1999

Published in: Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97649

zbMATH Keywords

weak convergenceWiener processlocal timelevel crossing

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Related Items (3)

Non-linear functionals of the Brownian bridge and some applications. ⋮ Large deviations and Wschebor's theorems ⋮ Local Time and Local Reflection of the Wiener Process

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