The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\)

DOI10.1007/BF01311348zbMath0794.60046OpenAlexW1973703216MaRDI QIDQ1326287

Ferenc Weisz, Peter Imkeller

Publication date: 15 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01311348

zbMATH Keywords

asymptotic behaviourlocal timemultiple Wiener-Itô integralsnormalized convergence

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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Cites Work

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• Stochastic analysis and local times for (N,d)-Wiener process
• Lectures on stochastic differential equations and Malliavin calculus
• Asymptotic laws of planar Brownian motion
• Dirichlet forms and analysis on Wiener space
• Stochastic integrals in the plane
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• Chaos expansions and local times
• On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral
• Sample function properties of multi-parameter stable processes
• Stochastic Integration for Some Rough Non‐adapted Processes
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
• Ergodic Property of the Brownian Motion Process

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