OCCUPATION TIMES OF BROWNIAN SEGMENTS AND THE σ-FINITE WIENER MEASURE
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Publication:5462129
DOI10.1142/S0219025705001937zbMath1081.60058MaRDI QIDQ5462129
Louis G. Gorostiza, Tomasz Bojdecki
Publication date: 1 August 2005
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Markov chain; random measure; Darling-Kac theorem; \(\sigma\)-finite measure; \(\alpha\)-stable segment
60G51: Processes with independent increments; Lévy processes
60J65: Brownian motion
60G52: Stable stochastic processes
Cites Work
- Mean occupation times of continuous one-dimensional Markov processes
- Nuclear Gelfand triples on Wiener space and applications to trajectorial fluctuations of particle systems
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- Time-localization of random distributions on Wiener space. II: Convergence, fractional Brownian density processes
- The Wiener sphere and Wiener measure
- The sequence of sums of independent random variables