scientific article; zbMATH DE number 4209252

zbMATH Open0731.60074MaRDI QIDQ3357230FDOQ3357230

Authors Philippe Biane 

Publication date 1989

Full work available at URL http://www.numdam.org/item?id=SPS_1989__23__198_0

zbMATH Keywords

Brownian motionslong time asymptotics of additive functionals

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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• Strong approximations of additive functionals of a planar Brownian motion.
• Limit theorems for functionals of two independent Gaussian processes
• Some new results about asymptotic properties of additive functionals of Brownian motion
• A limit law for functionals of multiple independent fractional Brownian motions
• A first-order limit law for functionals of two independent fractional Brownian motions in the critical case
• Central limit theorem for functionals of two independent fractional Brownian motions
• Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
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• Etude asymptotique des enlacements du mouvement Brownien autour des droites de l'espace
• Central limit theorem for an additive functional of the fractional Brownian motion

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