Exact rates of convergence to Brownian local time (Q1345601): Difference between revisions
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Latest revision as of 01:16, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact rates of convergence to Brownian local time |
scientific article |
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Exact rates of convergence to Brownian local time (English)
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15 August 1995
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This paper provides a collection of uniform approximation results for the local times of one-dimensional Brownian motion. These approximations involve Paul Lévy's occupation time, the downcrossing theorem, or an expression obtained by counting some excursions of the process. In most cases, getting lower bounds is more difficult than getting upper ones. Some local approximation results are also given.
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local times
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excursion theory
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uniform large deviations
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Brownian motion
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occupation time
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downcrossing theorem
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