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

DOI10.1215/KJM/1250518444zbMATH Open0882.60037OpenAlexW1556498707MaRDI QIDQ1367049FDOQ1367049

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

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zbMATH Keywords

local timelimit theoremself-similar processstationary increments

Mathematics Subject Classification ID

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

Cited In (16)

• A limit theorem for occupation times of fractional Brownian motion
• Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
• On limit theorems of some extensions of fractional Brownian motion and their additive functionals
• Asymptotic properties of integral functionals of fractional Brownian fields
• Approximation of fractional local times: zero energy and derivatives
• Title not available (Why is that?)
• On moduli of continuity for local times of fractional stable processes
• Super fractional Brownian motion, fractional super Brownian motion and related self-similar (super) processes
• Limit theorems related to the integral functionals of one dimensional fractional Brownian motion
• Universality for persistence exponents of local times of self-similar processes with stationary increments
• Continuity in law of some additive functionals of bifractional Brownian motion
• The functional central limit theorem for Baxter sums of fractional Brownian motion
• Local times and related sample path properties of certain self-similar processes
• Occupation time problem for multifractional Brownian motion
• Non-uniform bounds in local limit theorems in case of fractional moments. I
• Random rewards, fractional Brownian local times and stable self-similar processes

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