Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight

DOI10.1080/17442509108833698zbMATH Open0738.60075OpenAlexW2079761030MaRDI QIDQ3977282FDOQ3977282

Authors: Pierre Vallois 

Publication date: 25 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833698

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zbMATH Keywords

Brownian motionlocal timesample path properties

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55)

Cited In (11)

• A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
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• A point process associated with local maxima of Brownian motion
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• A decomposition of the Brownian path
• A joint integral test for the locations of extrema for Brownian motion
• Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
• Random Brownian scaling identities and splicing of Bessel processes
• Probability density function of the local score position
• Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
• Asymptotic behavior of the local score of independent and identically distributed random sequences.

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