Summary.
At time t, the most visited site of a linear Brownian motion is defined as the point which realises the supremum of the local times at time t. Let V be the time indexed process of the most visited sites by a linear Brownian motion. We show that every value is polar for V. Those results are extended from Brownian motion to symmetric stable processes, and then to the absolute value of a symmetric stable process.
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Received: 1 March 1996 / In revised form: 17 October 1996
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Eisenbaum, N. On the most visited sites by a symmetric stable process. Probab Theory Relat Fields 107, 527–535 (1997). https://doi.org/10.1007/s004400050097
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DOI: https://doi.org/10.1007/s004400050097
- Mathematics Subject Classification: 60J55
- 60J65
- 60J30
- 60G18