A new proof on the distribution of the local time of a Wiener process

DOI10.1016/0167-7152(94)90178-3zbMath0799.60069OpenAlexW2017556568MaRDI QIDQ1324548

Miklós Csörgő, Qui-Man Shao

Publication date: 7 November 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90178-3

zbMATH Keywords

Brownian motionlocal times

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Cites Work

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• How big are the increments of the local time of a Wiener process?
• A property of Brownian motion paths
• Local Times and Sample Function Properties of Stationary Gaussian Processes

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