摘要
A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (0 < α ≤ 2), the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2α and higher dimensions d < 2α, the limiting process is Brownian motion.
基金
This work was supported by the National Natural Science Foundation of China(Grant Nos.10101005 and 10121101)
the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry.
