On the infimum of the local time of a Wiener process (Q1112466)
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scientific article; zbMATH DE number 4078447
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| English | On the infimum of the local time of a Wiener process |
scientific article; zbMATH DE number 4078447 |
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On the infimum of the local time of a Wiener process (English)
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1989
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Let \(\{\) W(t), \(t\geq 0\}\) be a standard Wiener process, and let L(x,t) be its jointly continuous local time. Define \[ T_ r=\inf \{t\geq 0;\quad L(0,t)\geq r\}. \] The upper and lower class behaviour of inf L(y,T\({}_ r)\) is investigated, where the infimum is taken on an interval, which is an appropriately chosen function of r.
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Wiener process
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local time
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0.8370767831802368
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0.836566686630249
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0.8346862196922302
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