Functional central limit theorem for additive functionals of -stable processes
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Functional central limit theorem for additive functionals of \(\alpha \)-stable processes
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- scientific article; zbMATH DE number 3949383
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Cites work
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
- scientific article; zbMATH DE number 3602431 (Why is no real title available?)
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- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 956712 (Why is no real title available?)
- Asymptotic properties of generalized Feynman-Kac functionals
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Ergodic Property of the Brownian Motion Process
- Large deviation principle for additive functionals of Brownian motion corresponding to Kato measures
- Large-noise asymptotic for one-dimensional diffusions
- Limit theorems for occupation times of Markov processes
- Occupation time limits of inhomogeneous Poisson systems of independent particles
- On Occupation Times for Markoff Processes
- On limit processes for a class of additive functional of recurrent diffusion processes
- On some limit theorems for occupation times of one dimensional Brownian motion and its continuous additive functionals locally of zero energy
- On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
Cited in
(13)- Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
- Stable limit theorems for additive functionals of one-dimensional diffusion processes
- On central limit theorems in stochastic geometry for add-one cost stabilizing functionals
- Convergence in law for certain additive functionals of symmetric stable processes under strong topology
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model
- Limit theorems related to the integral functionals of one dimensional fractional Brownian motion
- scientific article; zbMATH DE number 3949383 (Why is no real title available?)
- A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
- A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
- The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- A certain class of distribution-valued additive functionals. II: For the case of stable process.
- Functional central limit theorem for super \(\alpha\)-stable processes
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