Title of article :
Brownian motion normalized by maximum local time
Author/Authors :
Shi، نويسنده , , Zhan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
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
Journal title :
Stochastic Processes and their Applications
