Limit theorems of Brownian additive functionals

DOI10.1007/s13160-022-00559-2zbMath1517.60032OpenAlexW4313824317WikidataQ122962011 ScholiaQ122962011MaRDI QIDQ6104277

Ju-Yi Yen

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

zbMATH Keywords

Brownian motionlaw of large numberscentral limit theoremadditive functionalexcursion theory

Mathematics Subject Classification ID

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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• Monte Carlo methods for improper target distributions
• Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
• Itô's theory of excursion point processes and its developments
• Itô's excursion theory and its applications
• Excursions in Brownian motion
• Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures
• 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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