The Annals of Probability

Slow Points and Fast Points of Local Times

Laurence Marsalle

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Abstract

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.

Article information

Source
Ann. Probab., Volume 27, Number 1 (1999), 150-165.

Dates
First available in Project Euclid: 29 May 2002

Permanent link to this document
https://projecteuclid.org/euclid.aop/1022677257

Digital Object Identifier
doi:10.1214/aop/1022677257

Mathematical Reviews number (MathSciNet)
MR1681130

Zentralblatt MATH identifier
0945.60069

Subjects
Primary: 60J30

Keywords
Local time subordinator fast points slow points

Citation

Marsalle, Laurence. Slow Points and Fast Points of Local Times. Ann. Probab. 27 (1999), no. 1, 150--165. doi:10.1214/aop/1022677257. https://projecteuclid.org/euclid.aop/1022677257


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