On the infimum of the local time of a Wiener process |
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Authors: | Földes Antónia |
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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), t0} be a standard Wiener process, and let L(x, t) be its jointly continuous local time. Define
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