Asymptotic properties of additive functionals of Brownian motion
نویسندگان
چکیده
منابع مشابه
Asymptotic Properties of Additive Functionals of Brownian Motion
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.
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1997
ISSN: 0091-1798
DOI: 10.1214/aop/1024404425