Об аппроксимации локального времени винеровского процесса функционалами от случайных блужданий

Translated title of the contribution: AN APPROXIMATION OF THE WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a family of compound Poisson processes generated by sums of i.i.d. random variables that weakly converges to the Wiener process. We prove convergence in distribution of some functionals of these processes to the Brownian local time.
Translated title of the contributionAN APPROXIMATION OF THE WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS
Original languageRussian
Pages (from-to)73-93
JournalТЕОРИЯ ВЕРОЯТНОСТЕЙ И ЕЕ ПРИМЕНЕНИЯ
Volume66
Issue number1
StatePublished - 2021

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