An integral test for the supremum of Wiener local time

DOI10.1007/BF00333148zbMath0677.60087OpenAlexW1548722570MaRDI QIDQ1123485

Endre Csáki

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00333148

zbMATH Keywords

Brownian local timeintegral testsupremum of Wiener local timeupper-upper class

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

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Cites Work

• How small are the increments of the local time of a Wiener process?
• On the increments of Wiener and related processes
• An iterated logarithm law for local time
• On the zero \(\sum_1^n\pm 1\)
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