Limit laws for occupation times of stable processes

Abstract

We prove two limit laws for functionals of one dimensional symmetric 1-stable process using the method of moments, and give a remark on Rosen's paper \cite{Rosen}.

References in corpus (1)

• Central limit theorem for functionals of two independent fractional Brownian motions

Cited by in corpus (1)

• Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps