The laws of Brownian local time integrals
Gradinaru, Mihai ; Roynette, Bernard ; Vallois, Pierre ; Yor, Marc
HAL, hal-00091335 / Harvested from HAL
Text on HAL
We obtain some identities in law and some limit theorems for integrals of the type $\int_{0}^{t}\varphi(s)d{\rm L}_{s}$. Here $\varphi$ is a positive locally bounded Borel function and ${\rm L}_{t}$ denotes the local time at 0 of processes such as Brownian motion, Brownian bridge, Ornstein-Uhlenbeck process, Bessel process or Bessel bridge of dimension ${\tt d}$, $0<{\tt d}<2$.
Publié le : 1999-07-05
Classification:  Brownian local time,  60J65; 60J55; 60F05,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] 
@article{hal-00091335,
     author = {Gradinaru, Mihai and Roynette, Bernard and Vallois, Pierre and Yor, Marc},
     title = {The laws of Brownian local time integrals},
     journal = {HAL},
     volume = {1999},
     number = {0},
     year = {1999},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00091335}
}

Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc. The laws of Brownian local time integrals. HAL, Tome 1999 (1999) no. 0, . http://gdmltest.u-ga.fr/item/hal-00091335/