Title of article :
On the occupation time of an iterated process having no local time
Author/Authors :
Cs?ki، نويسنده , , Endre and Cs?rg?، نويسنده , , Mikl?s and F?ldes، نويسنده , , Ant?nia and Révész، نويسنده , , P?l، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
19
From page :
199
To page :
217
Abstract :
We study the asymptotic behaviour of the occupation time process ∫t0 IA(W1(L2(s)))ds, t ⩾ 0, where W1 is a standard Wiener process and L2 is a Wiener local time process at zero that is independent from W1. We prove limit laws, as well as almost sure upper and lower class theorems. Possible extensions of the obtained results are also discussed.
Journal title :
Stochastic Processes and their Applications
Serial Year :
1997
Journal title :
Stochastic Processes and their Applications
Record number :
1576145
Link To Document :
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