A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times

DOI10.5802/ambp.301zbMath1252.60032MaRDI QIDQ651823

Mohamed Ait Ouahra, Abdelghani Kissami, Aissa Sghir

Publication date: 19 December 2011

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219844

zbMATH Keywords

Besov space; Orlicz space; local time; stable processes; fractional derivative

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G15: Gaussian processes

46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)

60F17: Functional limit theorems; invariance principles

60J55: Local time and additive functionals