Distribution of Integral Functionals of Gaussian Diffusion Bridges

2014 ◽  
Vol 199 (2) ◽  
pp. 107-112
Author(s):  
A. Borodin
Keyword(s):  
Stochastics ◽  
2021 ◽  
pp. 1-12
Author(s):  
Yuri Kondratiev ◽  
Yuliya Mishura ◽  
José L. da Silva

2020 ◽  
Vol 24 ◽  
pp. 315-340
Author(s):  
Andriy Olenko ◽  
Volodymyr Vaskovych

This paper derives non-central asymptotic results for non-linear integral functionals of homogeneous isotropic Gaussian random fields defined on hypersurfaces in ℝd. We obtain the rate of convergence for these functionals. The results extend recent findings for solid figures. We apply the obtained results to the case of sojourn measures and demonstrate different limit situations.


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