Weak convergence of the integrated number of level crossings to the local time for Wiener processes

Theory of Probability and its Applications

Volumn 42, Issue 4, 1997, Pages 568-579

  Berzin Joseph, C ^a   Leon J R ^b  

^a LABORATOIRE DES SCIENCES DU CLIMAT ET DE L ENVIRONNEMENT   (France)

^b FACULTAD DE CIENCIAS   (Venezuela)

Author keywords

Crossings; Increments; Local time; Wiener processes

Indexed keywords

EID: 0040061482     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97976490     Document Type: Article

References (10)

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10. M. WSCHEBOR, Sur les accroissements du processus de Wiener, C. R. Acad. Sci. Paris, 315 (1992), pp. 1293-1296.