Local Time and Local Reflection of the Wiener Process

DOI10.1007/978-3-030-76829-4_12MaRDI QIDQ5014525zbMATH OpenOpenAlexFDO

Authors I. A. Ibragimov, M. M. Faddeev, N. V. Smorodina

Publication date 8 December 2021

Published in Operator Theory and Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-76829-4_12

zbMATH Keywords

limit theoremlocal timeWiener process

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65)

Recommendations

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Cites work

• From Brownian Motion to Schrödinger’s Equation
• scientific article; zbMATH DE number 818203 (Why is no real title available?)
• scientific article; zbMATH DE number 3187905 (Why is no real title available?)
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Weak convergence of the integrated number of level crossings to the local time for Wiener processes

Cited in

(4)

• Time-localization of random distributions on Wiener space
• scientific article; zbMATH DE number 3953961 (Why is no real title available?)
• An Analog of Local Time of Complex Brownian Motion Process
• On increments of local time for a Wiener process

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