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Local Times of Markov Processes Approximated by a Generalized Iterated Brownian Motion
Authors:Nathalie Eisenbaum  Antónia Földes
Affiliation:(1) Laboratoire de Probabilités, Université Paris 6, 4 Place Jussieu, F-75252 Paris Cedex 05, France;(2) City University of New York, 2800 Victory Blvd., Staten Island, New York, 10314
Abstract:Csáki et al.(5) 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.
Keywords:recurrent strong Markov process  additive functionals  strong approximation  iterated process
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