On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral

DOI10.1080/17442508808833537zbMath0674.60053OpenAlexW1981560027MaRDI QIDQ3828828

M.Dozzi

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833537

zbMATH Keywords

asymptotic behaviorlocal timestochastic integralstwo-parameter real-valued Wiener process

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (2)

The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\) ⋮ Local time for processes indexed by a partially ordered set

Cites Work

• Sample function properties of multi-parameter stable processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4076586 Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres]
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