Csáki, Endre; Csörgo, Miklós; Földes, Antónia; … - In: Stochastic Processes and their Applications 70 (1997) 2, pp. 199-217
We study the asymptotic behaviour of the occupation time process [integral operator]t0 IA(W1(L2(s)))ds, t [greater-or-equal, slanted] 0, where W1 is a standard Wiener process and L2 is a Wiener local time process at zero that is independent from W1. We prove limit laws, as well as almost sure...