Strong approximations of additive functionals of a planar Brownian motion
نویسندگان
چکیده
منابع مشابه
Strong approximations of additive functionals of a planar Brownian motion
This paper is devoted to the study of the additive functional t → ∫ t 0 f(W (s))ds, where f denotes a measurable function and W is a planar Brownian motion. Kasahara and Kotani [19] have obtained its second-order asymptotic behaviors, by using the skewproduct representation of W and the ergodicity of the angular part. We prove that the vector ( ∫ · 0 fj(W (s))ds)1≤j≤n can be strongly approximat...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2004
ISSN: 0304-4149
DOI: 10.1016/j.spa.2003.09.007