Downcrossings and local time

DOI10.1007/BF00533319zbMath0348.60111OpenAlexW2036676871MaRDI QIDQ4118619

Kai Lai Chung, Richard T. Durrett

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533319

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

Related Items

On Levy's downcrossing theorem ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4148755 L�vy's downcrossing theorem] ⋮ Excursions in Brownian motion ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4197850 Temps local et d�nombrements d'excursions] ⋮ Local time is a semi-martingale ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3923330 Generalised arc length for brownian motion and L�vy processes] ⋮ Constructions of local time for a Markov process

Cites Work

• Excursions in Brownian motion
• Functionals of Brownian meander and Brownian excursion