How big are the increments of the local time of a Wiener process?
type: Item
instance of: scholarly article
title: How big are the increments of the local time of a Wiener process?
zbMATH Open document ID: 0545.60074
published in: The Annals of Probability
publication date: 1983-01-01T00:00:00Z
review text: The local time L(x,t) at x of the Wiener process w is the length of time w spends at x before t. This has been the subject of extensive investigations. The main result of the authors may be stated as follows: Let \(a_ t\) be a non-decreasing function of t and suppose \(t^{-1}a_ t\) is non-increasing. Then \(\lim \sup_{t\to \infty}(L(t)-L(t-a_ t))/[a_ t(\log ta_ t^{-1}+2 \log \log t)]^{{1\over2}}=1.\)
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60G57
zbMATH DE Number: 3868374
zbMATH Keywords: big increments and continuity of Brownian local time
author: Endre Csáki
author: Miklós Csörgo
author: Antónia Földes
author: Pál Révész
reviewed by: Murali Rao
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176993504
OpenAlex ID: W2003149803
DOI: 10.1214/AOP/1176993504
description: scientific article; zbMATH DE number 3868374