How big are the increments of the local time of a Wiener process?
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Publication:797226
DOI10.1214/aop/1176993504zbMath0545.60074OpenAlexW2003149803MaRDI QIDQ797226
Endre Csáki, Miklós Csörgő, Antónia Földes, Pál Révész
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993504
Brownian motion (60J65) Sample path properties (60G17) Random measures (60G57) Local time and additive functionals (60J55)
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