Brownian motion normalized by maximum local time

Stochastic Processes and their Applications

Volumn 65, Issue 2, 1996, Pages 217-231

  Shi, Zhan ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Brownian motion; L vy's class; Local time; Self normalization

Indexed keywords

EID: 0030604314     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(96)00105-6     Document Type: Article

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