| Título: | On the Increments of the Principal Value of Brownian Local Time |
| Autores: |
Csaki, Endre; Hungarian Academy of Sciences, Hungary Hu, Yueyun; Universite Paris VI |
| Fecha: | 2005-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | Let $W$ be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{ds \over W(s)}:= \lim_{\epsilon\to 0} \int_0^t 1_{(|W(s)|> \epsilon)} {ds\over W(s)}$ as Cauchy's principal value related to local time. We prove limsup and liminf results for the increments of $Y$. |
| Idioma: | No aplica |
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