AbstractLet L(a, t) be the local time of a Wiener process, and put A(t) = sup|a|⩽g(t)L(a, t)L(0, t)−1. It is shown that if g(t)=t12(log t)−1(log log t)−1 and limt→∞ A(t)=0 a.s. when p > 2 and lim sumt→∞ A(t)=0 a.s. when p = 1. A similar result is proved for random g(t) depending on the maximum of the Wiener process. These results settle a problem posed by Csörgő and Révész [7]
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
. If X is a symmetric L'evy process on the line, then there exists a non--decreasing, c`adl`ag ...
This paper is concerned with the small time behaviour of a Levy process X. In particular, we investi...
AbstractLet L(a, t) be the local time of a Wiener process, and put A(t) = sup|a|⩽g(t)L(a, t)L(0, t)−...
Abstract{W(x, y), x≥0, y≥0} be a Wiener process and let η(u, (x, y)) be its local time. The continui...
AbstractIt is well known that the number of excursions of short, as well as long, duration of a Wien...
AbstractWe characterize the upper and lower functions of a real-valued Wiener process normalized by ...
It is well known that the number of excursions of short, as well as long, duration of a Wiener proce...
AbstractWe study the asymptotic behaviour of the occupation time process ∫t0 IA(W1(L2(s)))ds, t ⩾ 0,...
International audienceConsider a 1-D diffusion in a stable Lévy environment. In this article, we pro...
In this note we prove that the Local Time at zero for a multipararnetric Wiener process belongs to t...
Time regularity of solutions to SPDEs driven by Wiener process can be studied using either Kolmogoro...
International audienceLet $\{X_{t}, t \in [0,1]\}$ be a Wiener process defined on $(\Omega, A, P)$ w...
AbstractHere, we study the asymptotic behavior of the maximum local time L∗(t) of the diffusion in B...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
. If X is a symmetric L'evy process on the line, then there exists a non--decreasing, c`adl`ag ...
This paper is concerned with the small time behaviour of a Levy process X. In particular, we investi...
AbstractLet L(a, t) be the local time of a Wiener process, and put A(t) = sup|a|⩽g(t)L(a, t)L(0, t)−...
Abstract{W(x, y), x≥0, y≥0} be a Wiener process and let η(u, (x, y)) be its local time. The continui...
AbstractIt is well known that the number of excursions of short, as well as long, duration of a Wien...
AbstractWe characterize the upper and lower functions of a real-valued Wiener process normalized by ...
It is well known that the number of excursions of short, as well as long, duration of a Wiener proce...
AbstractWe study the asymptotic behaviour of the occupation time process ∫t0 IA(W1(L2(s)))ds, t ⩾ 0,...
International audienceConsider a 1-D diffusion in a stable Lévy environment. In this article, we pro...
In this note we prove that the Local Time at zero for a multipararnetric Wiener process belongs to t...
Time regularity of solutions to SPDEs driven by Wiener process can be studied using either Kolmogoro...
International audienceLet $\{X_{t}, t \in [0,1]\}$ be a Wiener process defined on $(\Omega, A, P)$ w...
AbstractHere, we study the asymptotic behavior of the maximum local time L∗(t) of the diffusion in B...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
. If X is a symmetric L'evy process on the line, then there exists a non--decreasing, c`adl`ag ...
This paper is concerned with the small time behaviour of a Levy process X. In particular, we investi...
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