Open Access
Translator Disclaimer
January 1999 Slow Points and Fast Points of Local Times
Laurence Marsalle
Ann. Probab. 27(1): 150-165 (January 1999). DOI: 10.1214/aop/1022677257

Abstract

Let $L$ be a local time. It is well known that there exist a law of the iterated logarithm and a modulus of continuity for $L$. Motivated by the case of real Brownian motion, we study the existence of fast points and slow points of $L$. We prove the existence of such points by considering the right-continuous inverse of $L$, which is a subordinator.

Citation

Download Citation

Laurence Marsalle. "Slow Points and Fast Points of Local Times." Ann. Probab. 27 (1) 150 - 165, January 1999. https://doi.org/10.1214/aop/1022677257

Information

Published: January 1999
First available in Project Euclid: 29 May 2002

zbMATH: 0945.60069
MathSciNet: MR1681130
Digital Object Identifier: 10.1214/aop/1022677257

Subjects:
Primary: 60J30

Keywords: fast points , Local time , slow points , subordinator

Rights: Copyright © 1999 Institute of Mathematical Statistics

JOURNAL ARTICLE
16 PAGES


SHARE
Vol.27 • No. 1 • January 1999
Back to Top