A Hölder condition for Brownian local time

DOI10.1215/KJM/1250525056MaRDI QIDQ2626533zbMATH OpenOpenAlexFDO

Authors Henry P. McKean

Publication date 1962

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250525056

zbMATH Keywords

probability theory

Cited in

(10)

• On the increments of the local time of a Wiener sheet
• Deviation inequalities for continuous martingales
• A general class of exponential inequalities for martingales and ratios
• Weak convergence to fractional Brownian motion in some anisotropic Besov space
• Weak invariance principles for local time
• Continuity of Multidimensional Brownian Local Times
• Rates of convergence of diffusions with drifted Brownian potentials
• Continuity of local times for L�vy processes
• On the local time of random walk on the 2-dimensional comb
• On the properties for increments of a local time -- a look through the set of limit points

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