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
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