Complements on the Hilbert transform and the fractional derivative of Brownian local times

DOI10.1215/KJM/1250519955MaRDI QIDQ2277673zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Brownian motionfractional derivativeBessel processeslocal timesHilbert transformexcursion theorylimit theorems for occupation timesRay-Knight type theoremanalogues of Itô and Tanaka formulas

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

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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
• Excursion decompositions for SLE and Watts' crossing formula
• Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
• 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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