Citation
E. Csaki et al., Increment sizes of the principal value of Brownian local time, PROB TH REL, 117(4), 2000, pp. 515-531
Citations number
19
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051
→ ACNP
Volume
117
Issue
4
Year of publication
2000
Pages
515 - 531
Database
ISI
SICI code
0178-8051(200008)117:4<515:ISOTPV>2.0.ZU;2-I
Abstract
Let W be a standard Brownian motion, and define Y(t) = integral(o)(t) ds/W(
s) as Cauchy's principal value related to local time. We determine: (a) the
modulus of continuity of Y in the sense of P. Levy; (b) the large incremen
ts of Y.