Another limit theorem for slowly increasing occupation times

DOI10.1215/kjm/1250521277zbMath0557.60059OpenAlexW1542284815MaRDI QIDQ761700

Yuji Kasahara

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1215/kjm/1250521277

zbMATH Keywords

local timeextremal processCauchy processesoccupation-times

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Related Items (2)

Second-order limit laws for occupation times of fractional Brownian motion ⋮ Strong approximations of additive functionals of a planar Brownian motion.

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