Limit theorems for local times of fractional Brownian motions and some other self-similar processes

DOI10.1215/KJM/1250518444MaRDI QIDQ1367049zbMATH OpenOpenAlexFDO

Authors Narn-Rueih Shieh

Publication date 3 February 1998

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250518444

zbMATH Keywords

local timelimit theoremself-similar processstationary increments

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18)

Recommendations

• Occupation time problems for fractional Brownian motion and some other self-similar processes
• Functional limit theorem for the self-intersection local time of the fractional Brownian motion
• On limit theorems of some extensions of fractional Brownian motion and their additive functionals
• Central limit theorem for an additive functional of the fractional Brownian motion
• Limit theorems for logarithmic averages of fractional Brownian motions

Cited in

(16)

• Random rewards, fractional Brownian local times and stable self-similar processes
• A limit theorem for occupation times of fractional Brownian motion
• On moduli of continuity for local times of fractional stable processes
• Continuity in law of some additive functionals of bifractional Brownian motion
• On limit theorems of some extensions of fractional Brownian motion and their additive functionals
• Limit theorems related to the integral functionals of one dimensional fractional Brownian motion
• Non-uniform bounds in local limit theorems in case of fractional moments. I
• scientific article; zbMATH DE number 1959490 (Why is no real title available?)
• Universality for persistence exponents of local times of self-similar processes with stationary increments
• Asymptotic properties of integral functionals of fractional Brownian fields
• Approximation of fractional local times: zero energy and derivatives
• Super fractional Brownian motion, fractional super Brownian motion and related self-similar (super) processes
• Occupation time problem for multifractional Brownian motion
• Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
• Local times and related sample path properties of certain self-similar processes
• The functional central limit theorem for Baxter sums of fractional Brownian motion

This page was built for publication: Limit theorems for local times of fractional Brownian motions and some other self-similar processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1367049)