Slow Points and Fast Points of Local Times
Marsalle, Laurence
Ann. Probab., Tome 27 (1999) no. 1, p. 150-165 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
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.
Publié le : 1999-01-14
Classification:  Local time,  subordinator,  fast points,  slow points,  60J30 
@article{1022677257,
     author = {Marsalle, Laurence},
     title = {Slow Points and Fast Points of Local Times},
     journal = {Ann. Probab.},
     volume = {27},
     number = {1},
     year = {1999},
     pages = { 150-165},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022677257}
}

Marsalle, Laurence. Slow Points and Fast Points of Local Times. Ann. Probab., Tome 27 (1999) no. 1, pp.  150-165. http://gdmltest.u-ga.fr/item/1022677257/