How big are the increments of the local time of a Wiener process?
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Publication:797226
DOI10.1214/AOP/1176993504zbMATH Open0545.60074OpenAlexW2003149803MaRDI QIDQ797226FDOQ797226
Authors: Endre Csáki, Miklós Csörgo, Antónia Földes, Pál Révész
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993504
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Brownian motion (60J65) Random measures (60G57) Sample path properties (60G17) Local time and additive functionals (60J55)
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- Limit theorems for local and occupation times of random walks and Brownian motion on a spider
- A new proof on the distribution of the local time of a Wiener process
- On strong invariance for local time of partial sums
- Some results on lag increments of principal value of Brownian local time
- On the local time of random walk on the 2-dimensional comb
- On best possible approximations of local time
- The Time Spent by the Wiener Process in a Narrow Tube before Leaving a Wide Tube
- Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
- On the infimum of the local time of a Wiener process
- On the properties for increments of a local time -- a look through the set of limit points
- The local time of iterated Brownian motion
- Strong approximations in a charged-polymer model
- The narrowest tube of a recurrent random walk
- How big are the increments of the local time of a recurrent random walk?
- On the length of the longest excursion
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- Increments and sample path properties of Gaussian processes
- Continuity of Multidimensional Brownian Local Times
- On moduli of continuity for local times of Gaussian processes
- How small are the increments of the local time of a recurrent random walk?
- How small are the increments of the local time of a Wiener process?
- We like to walk on the comb
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- Rate of convergence in limit theorems for Brownian excursions
- Large deviations and Strassen's limit points of Brownian local time processes
- Limit laws for local times of the Brownian sheet
- On the occupation time of an iterated process having no local time
- Random walks on comb-type subsets of \(\mathbb{Z}^2\)
- How large must be the difference between local time and mesure du voisinage of Brownian motion?
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