Local variation of diffusion in local time
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Publication:2264205
DOI10.1214/aop/1176996808zbMath0271.60088OpenAlexW2040467550MaRDI QIDQ2264205
Publication date: 1973
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996808
Related Items (6)
Divergent sums over excursions ⋮ Law of the iterated logarithm and local variations at zero of the sticky Brownian motion ⋮ A class of remarkable submartingales ⋮ Brownian motion normalized by maximum local time ⋮ A local time curiosity in random environment ⋮ Chung’s law for integrated Brownian motion
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