Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight

DOI10.1080/17442509108833698zbMath0738.60075OpenAlexW2079761030MaRDI QIDQ3977282

Pierre Vallois

Publication date: 25 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833698

zbMATH Keywords

Brownian motionlocal timesample path properties

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items

Probability density function of the local score position, Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score, Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times), Asymptotic behavior of the local score of independent and identically distributed random sequences., Random Brownian scaling identities and splicing of Bessel processes