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On the infimum of the local time of a Wiener process
Authors:Földes  Antónia
Institution:1.Mathematical Institute of the Hungarian Academy of Sciences, Reáltanoda u. 13-15, H-1053, Budapest, Hungary
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Abstract:Let {W(t), tgE0} be a standard Wiener process, and let L(x, t) be its jointly continuous local time. Define

$$T_r  = inf\{ t \geqq 0;L(0,t \geqq r)\} .$$
Keywords:
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