Increment sizes of the principal value of Brownian local time
Let \(W\) be a standard Brownian motion and define \(Y(t)= \int^t_0{ds\over W(s)}\) as Cauchy's principal value related to local time. The modulus of continuity of \(Y\) in the sense of P. Lévy and the large increments of \(Y\) are determined.
scientific article; zbMATH DE number 1525165