Approximation of a Wiener process local time by functionals of random walks

DOI10.1137/S0040585X97T990253zbMATH Open1469.60255OpenAlexW3159843286MaRDI QIDQ3389447FDOQ3389447

Authors: I. A. Ibragimov, M. M. Faddeev, N. V. Smorodina 

Publication date: 10 May 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990253

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zbMATH Keywords

local timelimit theoremrandom process

Mathematics Subject Classification ID

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

Cites Work

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• Local times for Markov processes
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Cited In (8)

• Wiener’s test for space-time random walks and its applications
• A remark on the Itô formula
• Title not available (Why is that?)
• On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface
• Title not available (Why is that?)
• An Analog of Local Time for a Class of Lévy Processes
• Title not available (Why is that?)
• Sufficient conditions for the convergence of local-time type functionals of Markov approximations

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