Citation
E. Csaki et al., THE LOCAL TIME OF ITERATED BROWNIAN-MOTION, Journal of theoretical probability, 9(3), 1996, pp. 717-743
Citations number
30
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
08949840
Volume
9
Issue
3
Year of publication
1996
Pages
717 - 743
Database
ISI
SICI code
0894-9840(1996)9:3<717:TLTOIB>2.0.ZU;2-6
Abstract
We define and study the local time process {L(x, t); x is an element
of R(1), t greater than or equal to 0} of the iterated Brownian motion
(IBM) {H(t): = W-1(\W-2(t)\); t greater than or equal to 0}, where W-
1(.) and W-2(.) are independent Wiener processes.