Open Access
Translator Disclaimer
December, 1973 Local Variation of Diffusion in Local Time
Frank B. Knight
Ann. Probab. 1(6): 1026-1034 (December, 1973). DOI: 10.1214/aop/1176996808

Abstract

Let $X(t), X(0) = 0$, be a nonsingular diffusion in the natural scale in a neighborhood of 0, and let $\mathbf{f}(t, x)$ be its local time. The local behavior of $X(\mathbf{f}^{-1}(t, 0))$ is studied, and used to obtain upper and lower functions of a new type for $X(t)$ at $t = 0$.

Citation

Download Citation

Frank B. Knight. "Local Variation of Diffusion in Local Time." Ann. Probab. 1 (6) 1026 - 1034, December, 1973. https://doi.org/10.1214/aop/1176996808

Information

Published: December, 1973
First available in Project Euclid: 19 April 2007

zbMATH: 0271.60088
MathSciNet: MR397898
Digital Object Identifier: 10.1214/aop/1176996808

Subjects:
Primary: 60J60

Keywords: Kolmogorov's test , local oscillation , Local time , upper and lower classes

Rights: Copyright © 1973 Institute of Mathematical Statistics

JOURNAL ARTICLE
9 PAGES


SHARE
Vol.1 • No. 6 • December, 1973
Back to Top