Asymptotic properties of additive functionals of Brownian motion

• 成果类型: Article
• 署名作者: Takeda, M; Zhang, TS
• 署名单位: University of Osaka; University of Bielefeld
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1997
• 页码: 940-952
• 关键词: markov process expectations; large time

摘要

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.