XVII: 09, 89-105, LNM 986 (1983)
YOR, Marc
Le drap brownien comme limite en loi des temps locaux linéaires (
Brownian motion,
Local time,
Brownian sheet)
A central limit theorem is obtained for the increments $L^x_t-L^0_t$ of Brownian local times. The limiting process is expressed in terms of a Brownian sheet, independent of the initial Brownian motion
Comment: This type of result is closely related to the Ray-Knight theorems, which describe the law of Brownian local times considered at certain random times. This has been extended first by Rosen in
2533, where Brownian motion is replaced with a symmetric stable process, then by Eisenbaum
2926Keywords: Brownian motion,
Several parameter processesNature: Original
Retrieve article from Numdam
XXVI: 24, 322-347, LNM 1526 (1992)
JEULIN, Thierry;
YOR, Marc
Une décomposition non-canonique du drap brownien (
Brownian sheet,
Gaussian processes)
In
2415, the authors have introduced a transform of Brownian motion. Here, a similar transform is defined on the Brownian sheet; this transform is shown to be strongly mixing
Comment: This work was motivated by Föllmer's article on Martin boundaries on Wiener space (in
Diffusion processes and related problems in analysis, vol.~I, Birkhäuser 1990)
Keywords: Brownian motion,
Several parameter processesNature: Original Retrieve article from Numdam
