On the increments of the local time of a Wiener sheet

DOI10.1016/0047-259X(85)90021-1zbMath0581.60058OpenAlexW2048445434MaRDI QIDQ1067692

Pál Révész

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(85)90021-1

zbMATH Keywords

continuity moduluslocal timeoccupation timeWiener sheet

Mathematics Subject Classification ID

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

Related Items

Local time for processes indexed by a partially ordered set, Limit laws for local times of the Brownian sheet

Cites Work

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• How big are the increments of the local time of a Wiener process?
• Sojourn times of diffusion processes
• A Hölder condition for Brownian local time
• The exact Hausdorff measure of the level sets of Brownian motion
• A lower lipschitz condition for the stable subordinator