Local Times of Markov Processes Approximated by a Generalized Iterated Brownian Motion

Nathalie Eisenbaum () and Antónia Földes ()
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Nathalie Eisenbaum: Université Paris 6
Antónia Földes: City University of New York

Journal of Theoretical Probability, 2001, vol. 14, issue 2, 559-576

Abstract: Abstract Csáki et al.(5) have given strong approximations of continuous additive functional of Brownian motion. We establish here an extension of these results for a large class of Markov processes.

Keywords: recurrent strong Markov process; additive functionals; strong approximation; iterated process (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1011176017024

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