Csaki, E., Csorg}o, M., Foldes, A. and Shi, Z. (1999). Increment sizes of the principal value of Brownian local time. (Preprint) Home/Search Document Details and Download
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On a class of additive functionals of two-dimensional.. - Csáki, Csörgö.. (Correct)
....value for 1 3=2. In our previous works [CsCsFS, 99a and 99b] we were interested in the almost sure path properties of Y (t) and its corresponding counterparts for the case of simple symmetric random walk. The general case 0 3=2 was studied in [CsCsFS, 99a] and the case = 1 in [CsCsFS, 99b] Moreover, in [CsCsFS, 99a] for 3=2, we investigated the properties of the modi ed process Y (t) Z t 0 1 W (s) 1 fjW (s)j 1g ds: In this note we discuss the corresponding two dimensional problem. Let fW(t) W 1 (t) W 2 (t) t 0g be a two dimensional Wiener process, ....
Csaki, E., Csorg}o, M., Foldes, A. and Shi, Z. (1999). Increment sizes of the principal value of Brownian local time. (Preprint)
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