AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, which result generalizes the well-known Kallianpur-Robbins law for two-dimensional Brownian motion. This paper studies a functional limit theorem for Kôno's result. It is proved that, under a suitable normalization, the limiting process is the inverse of an extremal process
We remark on a limitting behaviour of occupation times on unbounded domains of Brownian motions. It ...
AbstractWe give a functional limit theorem for the fluctuations of the rescaled occupation time proc...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functi...
Some of the most significant constructions of the fractional brownian motion developed recently are ...
We show that the centred occupation time process of the origin of a system of critical binary branch...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fract...
We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian...
We obtain the rate of convergence of the functional limit for increments of a d-dimensional Brownian...
El movimiento browniano fraccional como ĺımite de ciertos tipos de procesos estocástico
This is the published version, also available here: http://dx.doi.org/10.3150/10-BEJ258.By means of ...
We show that the centred occupation time process of the origin of a system of critical binary branch...
The subject of this thesis is to study the geometric fracional Brownian motion. To do this, the nece...
We remark on a limitting behaviour of occupation times on unbounded domains of Brownian motions. It ...
AbstractWe give a functional limit theorem for the fluctuations of the rescaled occupation time proc...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functi...
Some of the most significant constructions of the fractional brownian motion developed recently are ...
We show that the centred occupation time process of the origin of a system of critical binary branch...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fract...
We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian...
We obtain the rate of convergence of the functional limit for increments of a d-dimensional Brownian...
El movimiento browniano fraccional como ĺımite de ciertos tipos de procesos estocástico
This is the published version, also available here: http://dx.doi.org/10.3150/10-BEJ258.By means of ...
We show that the centred occupation time process of the origin of a system of critical binary branch...
The subject of this thesis is to study the geometric fracional Brownian motion. To do this, the nece...
We remark on a limitting behaviour of occupation times on unbounded domains of Brownian motions. It ...
AbstractWe give a functional limit theorem for the fluctuations of the rescaled occupation time proc...
Abstract. A Brownian time process is a Markov process subordinated to the absolute value of an indep...
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