Some results on lag increments of principal value of Brownian local time

DOI10.1007/S11766-002-0046-2zbMATH Open1004.60082OpenAlexW2054984045MaRDI QIDQ698382FDOQ698382

Authors: Jiwei Wen 

Publication date: 18 September 2002

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-002-0046-2

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zbMATH Keywords

Brownian local timelag incrementprincipal value

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15)

Cites Work

• Title not available (Why is that?)
• Increment sizes of the principal value of Brownian local time
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
• How big are the increments of the local time of a Wiener process?
• Answers to some questions about increments of a Wiener process
• Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)

Cited In (5)

• Title not available (Why is that?)
• Increment sizes of the principal value of Brownian local time
• On the increments of the principal value of Brownian motion local time
• Title not available (Why is that?)
• On lag increments of the principal value of Brownian local time

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