A joint functional law for the Wiener process and principal value

DOI10.1556/SSCMATH.40.2003.1-2.19zbMATH Open1046.60029OpenAlexW1973781136MaRDI QIDQ4815577FDOQ4815577

Authors: Endre Csáki, Antónia Földes, Zhan Shi 

Publication date: 7 September 2004

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1556/sscmath.40.2003.1-2.19

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zbMATH Keywords

Wiener processfunctional law of the iterated logarithmprincipal value of the local time

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15) Local time and additive functionals (60J55)

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• An integral functional driven by fractional Brownian motion
• The fractional derivative for fractional Brownian local time with Hurst index large than 1/2
• Title not available (Why is that?)
• An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
• How small are the increments of the local time of a Wiener process?

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