Summary
Let {W(t), t≧0} be a standard Wiener process, and let L(x, t) be its jointly continuous local time. Define
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.
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Research supported by Hungarian National Foundation for Scientific Research Grant No. 1808
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Földes, A. On the infimum of the local time of a Wiener process. Probab. Th. Rel. Fields 82, 545–563 (1989). https://doi.org/10.1007/BF00341283
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DOI: https://doi.org/10.1007/BF00341283