On Kallianpur-Robbins law for fractional Brownian motion

DOI10.1215/KJM/1250518454MaRDI QIDQ1367063zbMATH OpenOpenAlexFDO

Authors Yuji Kasahara, Yuki Matsumoto

Publication date 9 January 2003

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

Full work available at URL https://doi.org/10.1215/kjm/1250518454

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Local time and additive functionals (60J55)

Cited in

(5)

• A limit theorem for occupation times of fractional Brownian motion
• Isolated singularities in the heat equation behaving like fractional Brownian motions
• Occupation times of discrete-time fractional Brownian motion
• Probabilistic approach to the heat equation with a dynamic Hardy-type potential
• On the local times of noise reinforced Bessel processes

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