On the infimum of the local time of a Wiener process

DOI10.1007/BF00341283MaRDI QIDQ1112466zbMATH OpenFDO

Authors Antónia Földes

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00341283

zbMATH Keywords

local timeWiener process

Mathematics Subject Classification ID

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

Review text

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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Cites work

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Cited in

(12)

• An integral test for the supremum of Wiener local time
• On hardly visited points of the Brownian motion
• On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface
• Brownian motion normalized by maximum local time
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• On increments of local time for a Wiener process
• The rate of decay of the Wiener sausage in local Dirichlet space

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