Second order limit laws for the local times of stable processes
Séminaire de probabilités de Strasbourg (1991)
- Volume: 25, page 407-424
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topRosen, Jay S.. "Second order limit laws for the local times of stable processes." Séminaire de probabilités de Strasbourg 25 (1991): 407-424. <http://eudml.org/doc/113776>.
@article{Rosen1991,
author = {Rosen, Jay S.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {limit theorems; stable process; local times; fractional Brownian sheet},
language = {eng},
pages = {407-424},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Second order limit laws for the local times of stable processes},
url = {http://eudml.org/doc/113776},
volume = {25},
year = {1991},
}
TY - JOUR
AU - Rosen, Jay S.
TI - Second order limit laws for the local times of stable processes
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 407
EP - 424
LA - eng
KW - limit theorems; stable process; local times; fractional Brownian sheet
UR - http://eudml.org/doc/113776
ER -
References
top- [1] Adler, R. and Rosen, J. [1990] "Intersection Local Times of All Orders for Brownian and Stable Density Processes—Construction, Renormalization and Limit Laws". Technion preprint. MR1217581
- [2] Biane, P. [1989] "Comportement asymptotique de certaines fonctionelles additives de plusieurs mouvements Browniens". Sem. de Prob. XIII, p. 198-234, LNM1372, Springer. Zbl0731.60074MR1022912
- [3] Boylan, E. [1964] "Local Times for a Class of Markov Processes", Ill. Journal of Math.8, 19-39. Zbl0126.33702MR158434
- [4] Ikeda, N. and Watanabe, S. [1989] "Stochastic Differential Equations and Diffusion Processes", North-Holland Pub. Co., N.Y. Zbl0684.60040MR1011252
- [5] Papanicolaou, G., Stroock, D. and Varadhan, S.R.S. [1977] "Martingale Approach to Some Limit Theorems", 1976 Duke Turbulence Conf. Duke Univ. Math., Series III. Zbl0387.60067MR461684
- [6] Revuz, D. and Yor, M. [1990] "Continuous Martingales and Brownian Motion", to appear. Zbl1087.60040
- [7] Weinryb, S. and Yor, M. [1988] "Le mouvement Brownien de Lévy indexe par R3 comme limite centrale des temps locaux d'intersection de deux mouvements Browniens independents a valeurs dans R3". Sem. de Prob. XXII, p. 225-249, LNM1321, Springer. Zbl0653.60074MR960531
- [8] Yor, M. [1983] "Le drap Brownien comme limite en loi de temps locaux linéaires". Sem. de Prob. XVII, p. 89-106, LNM986, Springer. Zbl0514.60075MR770400
- [9] Yor, M. [1988] "Remarques sur certaines constructions des mouvements Browniens fractionnaires". Sem. de Prob. XXII, p. 217-225, LNM1321, Springer. Zbl0656.60087MR960530
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