On the increments of the principal value of Brownian local time
| dc.creator | Csáki, Endre | |
| dc.creator | Hu, Yueyun | |
| dc.date | 2005-01-13 | |
| dc.date.accessioned | 2026-07-07T05:16:02Z | |
| dc.date.available | 2026-07-07T05:16:02Z | |
| dc.description | Let $W$ be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{\d s \over W(s)} := \lim_{ε\to0} \int_0^t 1_{(|W(s)|> ε)} {\d s \over W(s)} $ as Cauchy's principal value related to local time. We prove limsup and liminf results for the increments of $Y$. | |
| dc.description | 23 pages | |
| dc.identifier | https://arxiv.org/abs/math/0501199 | |
| dc.identifier | http://arxiv.org/abs/math/0501199 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/73841 | |
| dc.subject | Probability | |
| dc.subject | 60J65; 60J55; 60F15 | |
| dc.title | On the increments of the principal value of Brownian local time | |
| dc.type | text |