Non-linear functionals of the Brownian bridge and some applications

@inproceedings{Ortegac2001NonlinearFO,
  title={Non-linear functionals of the Brownian bridge and some applications},
  author={n Ortegac},
  year={2001}
}
  • n Ortegac
  • Published 2001
Let {bF (t); t ∈ [0; 1]} be an F-Brownian bridge process. We study the asymptotic behaviour of non-linear functionals of regularizations by convolution of this process and apply these results to the estimation of the variance of a non-homogeneous di usion and to the convergence of the number of crossings of a level by the regularized process to a modi cation of the local time of the Brownian bridge as the regularization parameter goes to 0. c © 2001 Elsevier Science B.V. All rights reserved. 

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