A ratio ergodic theorem for Brownian additive functionals with infinite mean

DOI10.1023/A:1017929801399MaRDI QIDQ1366420zbMATH OpenOpenAlexFDO

Authors Jean Bertoin

Publication date 20 April 1998

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1017929801399

zbMATH Keywords

Brownian motionlocal timesubordinatoradditive functionalLaplace exponentratio ergodic theorem

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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Cited in

(4)

• Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
• A ratio ergodic theorem for increasing additive functionals
• An ergodic theorem related to some limit theorems for additive functionals of complex Brownian motion
• Almost sure Kallianpur-Robbins laws for Brownian motion in the plane

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