An integral test for the supremum of Wiener local time
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Publication:1123485
DOI10.1007/BF00333148zbMATH Open0677.60087OpenAlexW1548722570MaRDI QIDQ1123485FDOQ1123485
Authors: Endre Csáki 
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/bf00333148
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Cites Work
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- How small are the increments of the local time of a Wiener process?
Cited In (14)
- Brownian motion normalized by maximum local time
- Lower classes of integrated fractional Brownian motion
- A problem of Foldes and Puri on the Wiener process
- Optimal portfolio liquidation in target zone models and catalytic superprocesses
- Sojourns and future infima of planar Brownian motion
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
- Asymptotics for diffusion first-passage laws
- The occupation time of Brownian motion in a ball
- On transient Bessel processes and planar Brownian motion reflected at their future infima
- An asymptotic estimate for Brownian motion with drift
- Precise asymptotics in laws of the iterated logarithm for Wiener local time.
- Limit laws for local times of the Brownian sheet
- Diffusion processes on branching Brownian motion
- Title not available (Why is that?)
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