Results 201 to 210 of about 915 (217)

Asymptotic properties of additive functionals of Brownian motion

Annals of Probability, 1997
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.
Masayoshi Takeda, Tusheng Zhang
exaly   +1 more source

Lp-independence of spectral bounds of Feynman–Kac semigroups by continuous additive functionals

Journal of Functional Analysis, 2010
We establish conditions for the Lp-independence of spectral bounds of Feynman–Kac semigroup by continuous additive functionals whose Revuz measures are smooth measures of Kato class having non-negative order Green-tightness.
Daehong Kim, Kazuhiro Kuwae
exaly   +2 more sources

Local Time, Excursions, and Additive Functionals

, 2006
openaire   +2 more sources

Joint continuity and representations of additive functionals of d-dimensional Brownian motion

Stochastic Processes and Their Applications, 1984
Conditions are given on a family of measures {μa, 0⩽a⩽1} so that the corresponding family {Aat, 0⩽a⩽1} of additive functionals of d-dimensional Brownian motion will be jointly continuous in a and t, a.s. This is then used to give a d-dimensional analogue
Bass, Richard
exaly   +2 more sources

Approximation models for the continuous additive functionals of multidimensional brownian motion

Stochastic Processes and Their Applications, 1989
A general approximation model for the continuous additive functionals of the multidimensional Brownian motion is defined by summing a family of “local” processes over the representing measure of the considered CAF.
Bally, Vlad
exaly   +2 more sources

Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures

Stochastic Processes and Their Applications, 2008
We extend the notion of positive continuous additive functionals of multidimensional Brownian motions to generalized Wiener functionals in the setting of Malliavin calculus. We call such a functional a generalized PCAF. The associated Revuz measure and a
Uemura, H.
exaly   +2 more sources

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Limit theorems for additive functionals of the fractional Brownian motion

Annals of Probability, 2023
Arturo Jaramillo, Ivan Nourdin, David Nualart   +2 more
exaly  

On a scattering length for additive functionals and spectrum of fractional Laplacian with a non‐local perturbation

Mathematische Nachrichten, 2020
Daehong Kim
exaly  

Last Exit Times and Additive Functionals

Annals of Probability, 1973
R K Getoor, M J Sharpe
exaly  

Signed integral representations of comonotonic additive functionals

Journal of Mathematical Analysis and Applications, 2012
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci   +2 more
exaly