Increment sizes of the principal value of Brownian local time
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Publication:1584539
DOI10.1007/s004400000061zbMath0968.60073MaRDI QIDQ1584539
Endre Csáki, Miklós Csörgő, Zhan Shi, Antónia Földes
Publication date: 5 November 2000
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items (4)
The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 ⋮ Asymptotic properties for Cauchy's principal values of Brownian and random walk local time ⋮ An integral functional driven by fractional Brownian motion ⋮ Some results on lag increments of principal value of Brownian local time
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