Increment sizes of the principal value of Brownian local time
type: Item
instance of: scholarly article
title: Increment sizes of the principal value of Brownian local time
zbMATH Open document ID: 0968.60073
author: Endre Csáki
author: Miklós Csörgo
author: Antónia Földes
author: Zhan Shi
publication date: 2000-11-05T00:00:00Z
review text: 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.
reviewed by: Ferenc Weisz
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1525165
zbMATH Keywords: local time
zbMATH Keywords: modulus of continuity
zbMATH Keywords: large increment
zbMATH Keywords: Brownian motion
MaRDI profile type: Publication
DOI: 10.1007/S004400000061
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 1525165