Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Markov local time approximated by a generalized iterated Brownian motion

Auteur(s):

Code(s) de Classification MSC:

Résumé: Cs\'aki, Cs\"org\H{o} , F\"oldes and R\'ev\'esz [CsCsFR] 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 .

Mots Clés: Recurrent strong Markov process ; additive functionals ; strong approximation ; iterated process

Date: 1999-12-02

Prépublication numéro: PMA-544