Abstract
In this paper we study the asymptotic behavior of additive functional of Brownian motion which are not necessarily of bounded variation. The result is then applied to the Hubert transform of the Brownian local time.
Original language | English |
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Pages (from-to) | 940-952 |
Number of pages | 13 |
Journal | Annals of Probability |
Volume | 25 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1997 Apr |
Keywords
- Additive functional
- Dirichlet forms
- Large deviations
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty