On the increments of the principal value of brownian local time

E. Csáki, Yueyun Hu

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

Let W be a one-dimensional Brownian motion starting from 0. Define Y(t) = ∫0t ds/W(s):= limε→00t as Cauchy's principal value related to local time. We prove limsup and liminf results for the increments of Y.

Original languageEnglish
JournalElectronic Journal of Probability
Volume10
Publication statusPublished - 2005

Fingerprint

Cauchy Principal Value
Principal value
Local Time
Increment
Brownian motion
Local time
Brownian local time

Keywords

  • Brownian motion
  • Large increments
  • Local time
  • Principal value

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

On the increments of the principal value of brownian local time. / Csáki, E.; Hu, Yueyun.

In: Electronic Journal of Probability, Vol. 10, 2005.

Research output: Contribution to journalArticle

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AU - Hu, Yueyun

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