Downcrossings and local time

Published

Book Section

© 2008 by World Scientific Publishing Co. Pte. Ltd. All Rights Reserved. Let formula presented be the standard Brownian motion with all paths continuous. Let formula presented be the maximum process and formula presented be reflecting Brownian motion. If formula presented is the number of є to 0 times Y crosses down from e to 0 before time t, then it was Paul Lévy's idea thatformula presented

Full Text

Duke Authors

Cited Authors

  • Chung, KL; Durrett, R

Published Date

  • January 1, 2008

Book Title

  • Selected Works of Kai Lai Chung

Start / End Page

  • 585 - 587

International Standard Book Number 13 (ISBN-13)

  • 9789812833853

Digital Object Identifier (DOI)

  • 10.1142/9789812833860_0037

Citation Source

  • Scopus