A limit theorem for occupation times of fractional Brownian motion
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Publication:1382533
DOI10.1016/S0304-4149(96)00010-5zbMath0890.60036MaRDI QIDQ1382533
Publication date: 29 March 1998
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Brownian motion (60J65) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)
Related Items
Limit theorems related to the integral functionals of one dimensional fractional Brownian motion, Central limit theorem for an additive functional of the fractional Brownian motion, Sample path properties of the local time of multifractional Brownian motion, Second-order limit laws for occupation times of fractional Brownian motion, Isolated singularities in the heat equation behaving like fractional Brownian motions, Probabilistic approach to the heat equation with a dynamic Hardy-type potential
Cites Work
- A limit theorem for slowly increasing occupation times
- On Kallianpur-Robbins law for fractional Brownian motion
- On moduli of continuity for local times of Gaussian processes
- On Occupation Times for Markoff Processes
- On limit processes for a class of additive functional of recurrent diffusion processes
- Limit theorems for occupation times of Markov processes
- Ergodic Property of the Brownian Motion Process
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