Local variation of diffusion in local time

DOI10.1214/AOP/1176996808MaRDI QIDQ2264205zbMATH OpenOpenAlexFDO

Authors Frank B. Knight

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

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17)

Cited in

(6)

• Brownian motion normalized by maximum local time
• Chung’s law for integrated Brownian motion
• Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
• A local time curiosity in random environment
• Divergent sums over excursions
• A class of remarkable submartingales

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