Increments and crossings for the Brownian bridge: Weak convergence Accroissements et passages par un niveau pour le pont Brownien : Convergence faible

Corinne Berzin-Joseph; José R. León; Joaquín Ortega

doi:10.1016/S0764-4442(98)89169-6

Increments and crossings for the Brownian bridge: Weak convergence Accroissements et passages par un niveau pour le pont Brownien : Convergence faible

Corinne Berzin-Joseph, José R. León, Joaquín Ortega

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

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 obtain several applications. © Académie des Sciences/Elsevier, Paris.

Original language	English (US)
Journal	Comptes Rendus de l'Academie des Sciences - Series I: Mathematics
Volume	327
Issue number	6
DOIs	https://doi.org/10.1016/S0764-4442(98)89169-6
State	Published - Jan 1 1998
Externally published	Yes

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10.1016/S0764-4442(98)89169-6

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abstract = "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 obtain several applications. {\textcopyright} Acad{\'e}mie des Sciences/Elsevier, Paris.",

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Increments and crossings for the Brownian bridge: Weak convergence Accroissements et passages par un niveau pour le pont Brownien : Convergence faible. / Berzin-Joseph, Corinne; León, José R.; Ortega, Joaquín.
In: Comptes Rendus de l'Academie des Sciences - Series I: Mathematics, Vol. 327, No. 6, 01.01.1998.

Research output: Contribution to journal › Article › peer-review

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AU - Berzin-Joseph, Corinne

AU - León, José R.

AU - Ortega, Joaquín

N1 - Generated from Scopus record by KAUST IRTS on 2019-11-20

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Y1 - 1998/1/1

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JO - Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

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Increments and crossings for the Brownian bridge: Weak convergence Accroissements et passages par un niveau pour le pont Brownien : Convergence faible

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