Complements on the Hilbert transform and the fractional derivative of Brownian local times
DOI10.1215/KJM/1250519955zbMATH Open0725.60084OpenAlexW1523409679MaRDI QIDQ2277673FDOQ2277673
Authors: Jean Bertoin 
Publication date: 1990
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250519955
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Brownian motionfractional derivativeBessel processeslocal timesHilbert transformexcursion theorylimit theorems for occupation timesRay-Knight type theoremanalogues of Itô and Tanaka formulas
Cited In (10)
- Plane wave decomposition of even-dimensional Brownian local times
- An integral functional driven by fractional Brownian motion
- Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\)
- The fractional derivative for fractional Brownian local time with Hurst index large than 1/2
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
- Excursion decompositions for SLE and Watts' crossing formula
- On the fractional derivative of Brownian local times
- Double dimers, conformal loop ensembles and isomonodromic deformations
- Asymptotic properties of additive functionals of Brownian motion
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
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