论文信息 - Some results on lag increments of principal value of brownian local time

Some results on lag increments of principal value of brownian local time

Let W be a standard Brownian motion, and define Y(t)=∫ 0 t ds/W(s) as Cauchy’s principal value related to the local time of W. We study some limit results on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1983.

Wen Jiwei

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