Increments and crossings for the Brownian bridge: weak convergence
Berzin-Joseph, Corinne ; León, José R. ; Ortega, Joaquín
HAL, hal-00319472 / Harvested from HAL
Text on HAL
Let $b^F(t)$, $t \in [0,1]$ be an F-Brownian bridge process. We study the asymptotic behaviour of non-linear functionals of regularizations by convolution of this process and obtain several applications.
Publié le : 1998-09-04
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00319472,
     author = {Berzin-Joseph, Corinne and Le\'on, Jos\'e R. and Ortega, Joaqu\'\i n},
     title = {Increments and crossings for the Brownian bridge: weak convergence},
     journal = {HAL},
     volume = {1998},
     number = {0},
     year = {1998},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00319472}
}

Berzin-Joseph, Corinne; León, José R.; Ortega, Joaquín. Increments and crossings for the Brownian bridge: weak convergence. HAL, Tome 1998 (1998) no. 0, . http://gdmltest.u-ga.fr/item/hal-00319472/