On the increments of the principal value of Brownian local time
classification
🧮 math.PR
keywords
brownianepsilonincrementslocalprincipaltimevaluecauchy
read the original abstract
Let $W$ be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{\d s \over W(s)} := \lim_{\epsilon\to0} \int_0^t 1_{(|W(s)|> \epsilon)} {\d s \over W(s)} $ as Cauchy's principal value related to local time. We prove limsup and liminf results for the increments of $Y$.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.