Displaying similar documents to “Convergence en loi des H-variations d'un processus gaussien stationnaire sur R”

Théorèmes limites pour certaines fonctionnelles associées aux processus stables sur l'espace de Hölder.

M. Ait Ouahra, Mohamed Eddahbi (2001)

Publicacions Matemàtiques

Similarity:

In this paper we study the Hölder regularity property of the local time of a symmetric stable process of index 1 < α ≤ 2 and of its fractional derivative as a doubly indexed process with respect to the space and the time variables. As an application we establish some limit theorems for occupation times of one-dimensional symmetric stable processes in the space of Hölder continuous functions. Our results generalize those obtained by Fitzsimmons and Getoor for stable processes in...