scientific article; zbMATH DE number 878348

MaRDI QIDQ4877611zbMATH OpenFDO

Authors Endre Csáki, Paavo Salminen

Publication date 17 November 1996

zbMATH Keywords

Brownian motionadditive functionalstable subordinatornull recurrence

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Recommendations

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(17)

• Stable limit theorems for additive functionals of one-dimensional diffusion processes
• On the logarithmic average of iterated processes
• Differentiation of Banach-space-valued additive processes
• scientific article; zbMATH DE number 5056123 (Why is no real title available?)
• Additive processes on nuclear spaces
• scientific article; zbMATH DE number 6423690 (Why is no real title available?)
• Between local and global logarithmic averages
• On additive functionals of Markov chains
• Limit distributions of some integral functionals for null-recurrent diffusions.
• scientific article; zbMATH DE number 3853814 (Why is no real title available?)
• Limit theorems for local and occupation times of random walks and Brownian motion on a spider
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
• Stochastic calculus for continuous additive functionals of zero energy
• scientific article; zbMATH DE number 90842 (Why is no real title available?)
• On Itô's formulae for additive functionals of symmetric diffusion processes
• scientific article; zbMATH DE number 1336738 (Why is no real title available?)
• Penalizing null recurrent diffusions

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