An integral test for the supremum of Wiener local time |
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Authors: | E. Csáki |
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Affiliation: | (1) Mathematical Institute of the Hungarian Academy of Sciences, Reáltaanoda u. 13/15, H-1053 Budapest, Hungary |
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Abstract: | Summary The upper classes of the supremum of Wiener (Brownian) local time are characterized by convergence or divergence of a certain integral.Dedicated to Klaus Krickeberg on the occasion of his 60th birthdayResearch supported by Hungarian National Foundation for Scientific Research Grant No. 1808 |
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