Some limit theorems connected with Brownian local time

DOI10.1155/JAMSA/2006/26961zbMATH Open1109.60065MaRDI QIDQ871320FDOQ871320

Authors: Raouf Ghomrasni 

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53085

Recommendations

• Integration with respect to local time
• scientific article; zbMATH DE number 503146
• Limit theorems of Brownian additive functionals
• The laws of Brownian local time integrals
• scientific article; zbMATH DE number 3848322

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• A change-of-variable formula with local time on curves
• Integration with respect to local time
• General change of variable formulas for semimartingales in one and finite dimensions
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (10)

• Integration with respect to local time
• On some limit theorems for occupation times of one dimensional Brownian motion and its continuous additive functionals locally of zero energy
• Title not available (Why is that?)
• A CLT FOR THE THIRD INTEGRATED MOMENT OF BROWNIAN LOCAL TIME INCREMENTS
• The intrinsic local time sheet of Brownian motion
• An elementary approach to Brownian local time based on simple, symmetric random walks
• Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion
• Limit theorems of Brownian additive functionals
• A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
• The laws of Brownian local time integrals

This page was built for publication: Some limit theorems connected with Brownian local time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q871320)