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On the infimum of the local time of a Wiener process
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  • Published: August 1989

On the infimum of the local time of a Wiener process

  • Antónia Földes1 

Probability Theory and Related Fields volume 82, pages 545–563 (1989)Cite this article

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  • 7 Citations

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Summary

Let {W(t), t≧0} be a standard Wiener process, and let L(x, t) be its jointly continuous local time. Define

$$T_r = inf\{ t \geqq 0;L(0,t \geqq r)\} .$$

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.

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Author information

Authors and Affiliations

  1. Mathematical Institute of the Hungarian Academy of Sciences, Reáltanoda u. 13-15, H-1053, Budapest, Hungary

    Antónia Földes

Authors
  1. Antónia Földes
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Additional information

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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  • Received: 15 December 1987

  • Issue Date: August 1989

  • DOI: https://doi.org/10.1007/BF00341283

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Keywords

  • Stochastic Process
  • Probability Theory
  • Statistical Theory
  • Local Time
  • Wiener Process
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