Limit theorems of Brownian additive functionals
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Publication:6104277
DOI10.1007/s13160-022-00559-2zbMath1517.60032OpenAlexW4313824317WikidataQ122962011 ScholiaQ122962011MaRDI QIDQ6104277
Publication date: 28 June 2023
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-022-00559-2
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Local time and additive functionals (60J55) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Cites Work
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- Estimation of integrals with respect to infinite measures using regenerative sequences
- On Occupation Times for Markoff Processes
- On limit processes for a class of additive functional of recurrent diffusion processes
- Occupation times of sets of infinite measure for ergodic transformations
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