Increment sizes of the principal value of Brownian local time (Q1584539)
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scientific article; zbMATH DE number 1525165
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| English | Increment sizes of the principal value of Brownian local time |
scientific article; zbMATH DE number 1525165 |
Statements
Increment sizes of the principal value of Brownian local time (English)
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5 November 2000
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Let \(W\) be a standard Brownian motion and define \(Y(t)= \int^t_0{ds\over W(s)}\) as Cauchy's principal value related to local time. The modulus of continuity of \(Y\) in the sense of P. Lévy and the large increments of \(Y\) are determined.
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local time
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modulus of continuity
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large increment
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Brownian motion
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0.9727401
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0.9655231
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0.93893164
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0.93490386
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0.9216708
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