Open Access
April, 1989 Brownian Local Time Approximated by a Wiener Sheet
E. Csaki, M. Csorgo, A. Foldes, P. Revesz
Ann. Probab. 17(2): 516-537 (April, 1989). DOI: 10.1214/aop/1176991413

Abstract

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 $W(\cdot,\cdot)$.

Citation

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E. Csaki. M. Csorgo. A. Foldes. P. Revesz. "Brownian Local Time Approximated by a Wiener Sheet." Ann. Probab. 17 (2) 516 - 537, April, 1989. https://doi.org/10.1214/aop/1176991413

Information

Published: April, 1989
First available in Project Euclid: 19 April 2007

zbMATH: 0674.60072
MathSciNet: MR985376
Digital Object Identifier: 10.1214/aop/1176991413

Subjects:
Primary: 60J55
Secondary: 60G57 , 60J60 , 60J65

Keywords: Local time , strong approximations , Wiener process (Brownian motion) , Wiener sheet

Rights: Copyright © 1989 Institute of Mathematical Statistics

Vol.17 • No. 2 • April, 1989
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