How small are the increments of the local time of a Wiener process?

DOI10.1214/aop/1176992529zbMath0598.60083OpenAlexW4230779214MaRDI QIDQ1079879

Antónia Földes, Endre Csáki

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aop/1176992529

zbMATH Keywords

local timeintegral testssmall increments of Brownian local time

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Random measures (60G57) Local time and additive functionals (60J55)

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