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On the increments of the local time of a Wiener sheet |
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| Authors: | P. R v sz |
| Affiliation: | Mathematical Institute of the Hungarian Academy of Sciences, Budapest, Hungary |
| Abstract: | {W(x, y), x≥0, y≥0} be a Wiener process and let η(u, (x, y)) be its local time. The continuity of η in (x, y) is investigated, i.e., an upper estimate of the process η(μ, [x, x + α) × [y, y + β)) is given when αβ is small. |
| Keywords: | Wiener process Wiener sheet local time continuity modulus occupation time strong limit theorems |
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