Transience and recurrence of a Brownian path with limited local time

DOI10.1214/15-AOP1069MaRDI QIDQ504259zbMATH OpenOpenAlexFDO

Authors Martin Kolb, Mladen Savov

Publication date 13 January 2017

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/15-aop1069

zbMATH Keywords

Brownian motionlocal timesubordinatorinverse local timeentropic repulsion

Mathematics Subject Classification ID

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

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Cited in

(9)

• Structural properties of conditioned random walks on integer lattices with random local constraints
• Transience and recurrence of Markov processes with constrained local time
• Path transformations for local times of one-dimensional diffusions
• Random paths with bounded local time
• Rate of escape of conditioned Brownian motion
• On a structure of a conditioned random walk on the integers with bounded local times
• Brownian motion conditioned to spend limited time below a barrier
• On representations and simulation of conditioned random walks on integer lattices
• An integral test for the transience of a Brownian path with limited local time

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