Local times of Markov processes approximated by a generalized iterated Brownian motion

Authors
Eisenbaum, N Foldes, A
Citation
N. Eisenbaum et A. Foldes, Local times of Markov processes approximated by a generalized iterated Brownian motion, J THEOR PR, 14(2), 2001, pp. 559-576
Citations number
25
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
14
Issue
2
Year of publication
2001
Pages
559 - 576
Database
ISI
SICI code
0894-9840(200104)14:2<559:LTOMPA>2.0.ZU;2-Z
Abstract
Csaki et al.((5)) have given strong approximations of continuous additive f unctional of Brownian motion. We establish hers an extension of these resul ts for a large class of Markov processes.