Brownian local time

DOI10.1070/RM1989v044n02ABEH002050zbMath0705.60064OpenAlexW2013088033MaRDI QIDQ5899905

A. N. Borodin

Publication date: 1989

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1989v044n02abeh002050

zbMATH Keywords

local timediffusion processeslocal times of Gaussian stochastic processes

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (9)

Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion ⋮ Convergence Rates to the Arcsine Law ⋮ Shift‐invariance for vertex models and polymers ⋮ Local times of self-intersection ⋮ Local times on curves and uniform invariance principles ⋮ Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models ⋮ Distribution of Brownian coincidences ⋮ Clark representation for local times of self-intersection of Gaussian integrators ⋮ Convergence to the local time of Brownian meander

This page was built for publication: Brownian local time