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

DOI10.1137/S0040585X97T990253MaRDI QIDQ3389447zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

local timelimit theoremrandom process

Mathematics Subject Classification ID

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

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• Local times for a class of Markoff processes
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Cited in

(8)

• A remark on the Itô formula
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• Wiener’s test for space-time random walks and its applications
• On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface
• scientific article; zbMATH DE number 3953961 (Why is no real title available?)
• An Analog of Local Time for a Class of Lévy Processes
• Sufficient conditions for the convergence of local-time type functionals of Markov approximations

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