Some results on lag increments of principal value of Brownian local time

DOI10.1007/S11766-002-0046-2zbMath1004.60082OpenAlexW2054984045MaRDI QIDQ698382

Ji-Wei Wen

Publication date: 18 September 2002

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-002-0046-2

zbMATH Keywords

Brownian local timelag incrementprincipal value

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Cites Work

• How big are the increments of the local time of a Wiener process?
• Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
• Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
• Increment sizes of the principal value of Brownian local time
• Answers to some questions about increments of a Wiener process
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