scientific article; zbMATH DE number 724717

MaRDI QIDQ4323697zbMATH OpenFDO

Authors Corinne Berzin-Joseph, José R. León

Publication date 23 May 1995

zbMATH Keywords

Dirac's delta functionlevel crossingslocal time for Wiener processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)

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• Crossings and occupation measures for a class of semimartingales
• Level crossings and local time for regularized Gaussian processes
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• The first passage time and estimation of the number of level-crossings for a telegraph process
• Weak convergence of the integrated number of level crossings to the local time for Wiener processes
• Multiple Wiener-Itô integral expansions for level-crossing-count functionals
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• Smoothing and occupation measures of stochastic processes

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