• 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