Brownian motion normalized by maximum local time

DOI10.1016/S0304-4149(96)00105-6zbMath0889.60082MaRDI QIDQ1382483

Zhan Shi

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Wiener process; local time; Lévy's class

Mathematics Subject Classification ID

60J65: Brownian motion

60J55: Local time and additive functionals

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The occupation time of Brownian motion in a ball
• The Brownian escape process
• An integral test for the supremum of Wiener local time
• Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)
• On the future infima of some transient processes
• Divergent sums over excursions
• On transient Bessel processes and planar Brownian motion reflected at their future infima
• Lévy classes and self-normalization
• Local variation of diffusion in local time
• An iterated logarithm law for local time
• Sojourn times of diffusion processes
• The most visited site of Brownian motion and simple random walk
• Random Walks and A Sojourn Density Process of Brownian Motion
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• A note on the Borel-Cantelli lemma
• On the law of the iterated logarithm