A note on the stability of the local time of a Wiener process
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Publication:1094759
DOI10.1016/0304-4149(87)90198-0zbMath0631.60072OpenAlexW2087796195MaRDI QIDQ1094759
Publication date: 1987
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(87)90198-0
Strong limit theorems (60F15) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)
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- The most visited site of Brownian motion and simple random walk
- Strong invariance for local times
