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scientific article; zbMATH DE number 1959490
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scientific article; zbMATH DE number 1959490 |
Statements
5 August 2003
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Brownian local times
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fractional derivative
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additive functionals
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Brownian sheet
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0.8360011577606201
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0.81817227602005
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0.8133039474487305
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0.8124340176582336
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A number of convergence in law results are proved. They deal with the Brownian motion and its fractional derivatives; the limits are expressed in terms of the local time at zero of the Brownian motion and an independent Brownian sheet. A strong limit theorem is proved for derivatives of low order. Strong approximation theorems are also obtained for additive functionals of Brownian motion that are time integrals of fractional derivatives. For the entire collection see [Zbl 1009.00022].
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