Transformation de Fourier et temps d'occupation browniens

Summary In this paper, we study oscillatory stochastic integrals of the form where is a non zero parameter andg a square integrable function. We study integrability properties of () and its behavior as a function of , using stochastic calculus techniques: martingale theory, representation of Itô for a random variable of the Wiener space, lemma of Garsia-Rodemich-Rumsey .... We also obtain limit theorems in law related to the variables () based upon an asymptotic version of a theorem of Knight on orthogonal continuous martingales.We consider the random measure, image by the Brownian motion of the unbounded measure 1_[0,] (s)g(s) ds; we prove the existence and the continuity of an occupation time density.Finally, under a stronger integrability condition ong, we show the existence of a density for the law of (), using Malliavin's calculus.