Transience and recurrence of a Brownian path with limited local time

DOI10.1214/15-AOP1069zbMath1364.60095OpenAlexW2552125027MaRDI QIDQ504259

Martin Kolb, Mladen Svetoslavov Savov

Publication date: 13 January 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/15-aop1069

zbMATH Keywords

Brownian motionsubordinatorlocal timeinverse local timeentropic repulsion

Mathematics Subject Classification ID

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

Related Items (6)

Path transformations for local times of one-dimensional diffusions ⋮ On representations and simulation of conditioned random walks on integer lattices ⋮ Brownian motion conditioned to spend limited time below a barrier ⋮ Structural properties of conditioned random walks on integer lattices with random local constraints ⋮ On a structure of a conditioned random walk on the integers with bounded local times ⋮ Transience and Recurrence of Markov Processes with Constrained Local Time

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