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On the Increments of the Principal Value of Brownian Local Time


 
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1. Title Title of document On the Increments of the Principal Value of Brownian Local Time
 
2. Creator Author's name, affiliation, country Endre Csaki; Hungarian Academy of Sciences, Hungary
 
2. Creator Author's name, affiliation, country Yueyun Hu; Universite Paris VI
 
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4. Description Abstract Let $W$ be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{ds \over W(s)}:= \lim_{\epsilon\to 0} \int_0^t 1_{(|W(s)|> \epsilon)} {ds\over W(s)}$ as Cauchy's principal value related to local time. We prove limsup and liminf results for the increments of $Y$.
 
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7. Date (YYYY-MM-DD) 2005-07-14
 
8. Type Status & genre Peer-reviewed Article
 
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9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/269
 
10. Identifier Digital Object Identifier 10.1214/EJP.v10-269
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 10
 
12. Language English=en
 
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