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 2926
Keywords: Brownian motion, Several parameter processes
Nature: Original
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