Asymptotic properties of additive functionals of Brownian motion

Masayoshi Takeda; Tusheng Zhang

doi:10.1214/aop/1024404425

Asymptotic properties of additive functionals of Brownian motion

Masayoshi Takeda, Tusheng Zhang

SCI - Mathematics

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

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
Pages (from-to)	940-952
Number of pages	13
Journal	Annals of Probability
Volume	25
Issue number	2
DOIs	https://doi.org/10.1214/aop/1024404425
Publication status	Published - 1997 Apr

Keywords

Additive functional
Dirichlet forms
Large deviations

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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title = "Asymptotic properties of additive functionals of Brownian motion",

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.",

keywords = "Additive functional, Dirichlet forms, Large deviations",

author = "Masayoshi Takeda and Tusheng Zhang",

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AU - Zhang, Tusheng

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KW - Large deviations

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