16 citations · 48 across the 19 of their papers we have counts for
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math.PR2008
From persistent random walks to the telegraph noise
Samuel Herrmann, Pierre Vallois
We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. W…
math.PR2008★ 1 cited
On subexponentiality of the Lévy measure of the diffusion inverse local time; with applications to penalizations
Paavo Salminen, Pierre Vallois
For a recurrent linear diffusion on we study the asymptotics of the distribution of its local time at 0 as the time parameter tends to infinity. Under the assumption that th…