Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
DOI10.1016/J.SPA.2008.02.005zbMath1161.60025OpenAlexW2071365545MaRDI QIDQ1004396
Yuji Kasahara, Shinzo Watanabe
Publication date: 10 March 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2241/102008
functional limit theoremrandom environmentsoccupation timesarc-sine lawBrox modelFeller generatorLamperti laws
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Stable stochastic processes (60G52) Local time and additive functionals (60J55)
Related Items (2)
Cites Work
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