Quadratic variation of the local time of a random walk

DOI10.1016/0167-7152(93)90187-NzbMath0776.60085MaRDI QIDQ1210272

Antónia Földes, Pál Révész

Publication date: 24 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Wiener processquadratic variation of the local time of a random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Related Items (1)

On the logarithmic average of additive functionals

Cites Work

• Unnamed Item
• Brownian local time approximated by a Wiener sheet
• Strong limit theorems for quasi-orthogonal random fields
• On almost sure convergence of quadratic Brownian variation
• Exact asymptotic estimates of Brownian path variation
• Sample functions of the Gaussian process
• Local time is a semi-martingale
• Brownian Local Times and Taboo Processes

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