Asymptotic Properties of Additive Functionals of Brownian Motion

Abstract

In 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.

Cite this paper

@inproceedings{Takeda1997AsymptoticPO, title={Asymptotic Properties of Additive Functionals of Brownian Motion}, author={Masayoshi Takeda and Tusheng Zhang}, year={1997} }