On the infimum of the local time of a Wiener process
type: Item
instance of: scholarly article
title: On the infimum of the local time of a Wiener process
zbMATH Open document ID: 0659.60115
DOI: 10.1007/BF00341283
publication date: 1989-01-01T00:00:00Z
review text: Let \(\{\) W(t), \(t\geq 0\}\) be a standard Wiener process, and let L(x,t) be its jointly continuous local time. Define \[ T_ r=\inf \{t\geq 0;\quad L(0,t)\geq r\}. \] The upper and lower class behaviour of inf L(y,T\({}_ r)\) is investigated, where the infimum is taken on an interval, which is an appropriately chosen function of r.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 4078447
zbMATH Keywords: Wiener process
zbMATH Keywords: local time
author: Antónia Földes
reviewed by: Antónia Földes
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4078447