On the increments of the principal value of Brownian local time

zbMath1109.60066arXivmath/0501199MaRDI QIDQ850367

Yue Yun Hu, Endre Csáki

Publication date: 3 November 2006

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0501199

Mathematics Subject Classification ID

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

Related Items (3)

The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 ⋮ Some singular sample path properties of a multiparameter fractional Brownian motion ⋮ An integral functional driven by fractional Brownian motion

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