How small are the increments of the local time of a Wiener process?
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Publication:1079879
DOI10.1214/aop/1176992529zbMath0598.60083MaRDI QIDQ1079879
Publication date: 1986
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992529
60J65: Brownian motion
60G17: Sample path properties
60G57: Random measures
60J55: Local time and additive functionals
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