An integral test for the supremum of Wiener local time
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Cites work
- scientific article; zbMATH DE number 3155636 (Why is no real title available?)
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- scientific article; zbMATH DE number 3772713 (Why is no real title available?)
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- scientific article; zbMATH DE number 3052578 (Why is no real title available?)
- An iterated logarithm law for local time
- How small are the increments of the local time of a Wiener process?
- On the increments of Wiener and related processes
- On the zero \(\sum_1^n\pm 1\)
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
- scientific article; zbMATH DE number 1112657 (Why is no real title available?)
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