On the increments of the local time of a Wiener sheet

P. Révész

Journal of Multivariate Analysis, 1985, vol. 16, issue 3, 277-289

Abstract: {W(x, y), x>=0, y>=0} be a Wiener process and let [eta](u, (x, y)) be its local time. The continuity of [eta] in (x, y) is investigated, i.e., an upper estimate of the process [eta]([mu], [x, x + [alpha]) - [y, y + [beta])) is given when [alpha][beta] is small.

Keywords: Wiener; process; Wiener; sheet; local; time; continuity; modulus; occupation; time; strong; limit; theorems (search for similar items in EconPapers)
Date: 1985
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