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Csáki, Endre 1 Földes, Antónia 1
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Stochastic Processes and their Applications 1
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A note on the stability of the local time of a wiener process
Csáki, Endre; Földes, Antónia - In: Stochastic Processes and their Applications 25 (1987), pp. 203-213
Let L(a, t) be the local time of a Wiener process, and put . It is shown that if g(t)=t1/2(log t)-1(log log t)-1 and . A similar result is proved for random g(t) depending on the maximum of the Wiener process. These results settle a problem posed by Csörgo and Révész [7].
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