Asymptotic properties of additive functionals of Brownian motion
Takeda, Masayoshi ; Zhang, Tusheng
Ann. Probab., Tome 25 (1997) no. 4, p. 940-952 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
In this paper we study the asymptotic behavior of additive functionals of Brownian motion which are not necessarily of bounded variation. The result is then applied to the Hilbert transform of the Brownian local time.
Publié le : 1997-04-14
Classification:  additive functionals,  Dirichlet forms,  large deviations,  60J55,  60F10,  31C25 
@article{1024404425,
     author = {Takeda, Masayoshi and Zhang, Tusheng},
     title = {Asymptotic properties of additive functionals of Brownian
 motion},
     journal = {Ann. Probab.},
     volume = {25},
     number = {4},
     year = {1997},
     pages = { 940-952},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024404425}
}

Takeda, Masayoshi; Zhang, Tusheng. Asymptotic properties of additive functionals of Brownian
 motion. Ann. Probab., Tome 25 (1997) no. 4, pp.  940-952. http://gdmltest.u-ga.fr/item/1024404425/