Complements on the Hilbert transform and the fractional derivative of Brownian local times

DOI10.1215/kjm/1250519955zbMath0725.60084OpenAlexW1523409679MaRDI QIDQ2277673

Jean Bertoin

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1215/kjm/1250519955

zbMATH Keywords

Brownian motionHilbert transformlocal timesexcursion theoryBessel processesfractional derivativeanalogues of Itô and Tanaka formulaslimit theorems for occupation timesRay-Knight type theorem

Mathematics Subject Classification ID

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 ⋮ Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) ⋮ Excursion decompositions for SLE and Watts' crossing formula ⋮ Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) ⋮ Double dimers, conformal loop ensembles and isomonodromic deformations ⋮ An integral functional driven by fractional Brownian motion ⋮ Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) ⋮ Plane wave decomposition of even-dimensional Brownian local times

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