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 journalArticlepeer-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 languageEnglish (US)
JournalComptes Rendus de l'Academie des Sciences - Series I: Mathematics
Volume327
Issue number6
DOIs
StatePublished - Jan 1 1998
Externally publishedYes

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