Brownian Local Time Approximated by a Wiener Sheet
Csaki, E. ; Csorgo, M. ; Foldes, A. ; Revesz, P.
Ann. Probab., Tome 17 (1989) no. 4, p. 516-537 / Harvested from Project Euclid
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Let $L(a,t)$ be the local time of a Wiener process. Our main result says that the process $L(a,t) - L(0,t)$ can be strongly approximated by a process obtained from a Wiener sheet $W(a,t)$ and a local time process $\hat{L}(0,t)$, independent of $W(\cdot,\cdot)$.
Publié le : 1989-04-14
Classification:  Local time,  Wiener process (Brownian motion),  Wiener sheet,  strong approximations,  60J55,  60J65,  60G57,  60J60 
@article{1176991413,
     author = {Csaki, E. and Csorgo, M. and Foldes, A. and Revesz, P.},
     title = {Brownian Local Time Approximated by a Wiener Sheet},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 516-537},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991413}
}

Csaki, E.; Csorgo, M.; Foldes, A.; Revesz, P. Brownian Local Time Approximated by a Wiener Sheet. Ann. Probab., Tome 17 (1989) no. 4, pp.  516-537. http://gdmltest.u-ga.fr/item/1176991413/