The Moment Generating Function for Occupation Measure of Additive Brownian Motion
Lin Huo-nan · Journal of Fujian Normal University · 2007
The asymptotic property of the occupation time of N-parameter R~d-valued additive Brownian motion with d2N is discussed. Obtain the asymptotic formula for the moment generating function of the ratio of the occupation time and e~(2N) as the radius e tends to zero.