A new proof on the distribution of the local time of a Wiener process

DOI10.1016/0167-7152(94)90178-3zbMATH Open0799.60069OpenAlexW2017556568MaRDI QIDQ1324548FDOQ1324548

Authors: Miklós Csörgo, Q. M. Shao 

Publication date: 7 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90178-3

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zbMATH Keywords

Brownian motionlocal times

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• A property of Brownian motion paths
• How big are the increments of the local time of a Wiener process?

Cited In (12)

• Title not available (Why is that?)
• Generalized local time of the indefinite Wiener integral: white noise approach
• Local versions of the Wiener-Lévy theorem
• Local large deviation principle for Wiener process with random resetting
• Title not available (Why is that?)
• On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface
• On the local time of the Brownian motion
• Title not available (Why is that?)
• An Analog of Local Time of Complex Brownian Motion Process
• Title not available (Why is that?)
• Time-localization of random distributions on Wiener space
• On increments of local time for a Wiener process

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