On the properties for increments of a local time -- a look through the set of limit points

DOI10.1016/S0167-7152(00)00230-3zbMath0988.60071OpenAlexW2040540484MaRDI QIDQ5937056

No author found.

Publication date: 30 June 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00230-3

zbMATH Keywords

Brownian motionlocal timefunctional law of iterated logarithm

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• How big are the increments of the local time of a Wiener process?
• An iterated logarithm law for local time
• A property of Brownian motion paths
• Sojourn times of diffusion processes
• A Hölder condition for Brownian local time
• The exact Hausdorff measure of the level sets of Brownian motion
• [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
• Strong invariance for local times
• A generalization of Strassen's functional law of iterated logarithm
• An invariance principle for the law of the iterated logarithm
• A lower lipschitz condition for the stable subordinator