Asymptotic properties of integral functionals of geometric stochastic processes

DOI10.1239/JAP/1014842551MaRDI QIDQ4519109zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Miklós Csörgo, Antónia Földes, Pál Révész

Publication date 30 August 2001

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1014842551

zbMATH Keywords

diffusion processesfractional Brownian motionGaussian processesstrong asymptotic propertiessupremum functionalsWiener process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(8)

• Geometric aspects of Fleming-Viot and Dawson-Watanabe processes
• Divergence of an integral of a process with small ball estimate
• On the order of magnitude of sums of negative powers of integrated processes
• Asymptotics of two integrals from optimization theory and geometric probability
• Stability of stochastic processes defined by integral functionals
• Geometric aspects of finite and infinite-dimensional Fleming-Viot processes
• An integral equation for the second moment function of a geometric process and its numerical solution
• scientific article; zbMATH DE number 1376688 (Why is no real title available?)

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