Title of article
Brownian motion normalized by maximum local time
Author/Authors
Shi، نويسنده , , Zhan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
15
From page
217
To page
231
Abstract
We characterize the upper and lower functions of a real-valued Wiener process normalized by the supremum of its local times.
Keywords
60J55 , Self-normalization , 60G17 , Local time , Lévyיs class , Brownian motion , 60J65
Journal title
Stochastic Processes and their Applications
Serial Year
1996
Journal title
Stochastic Processes and their Applications
Record number
1575990
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