Slow points and fast points of local times

• 成果类型: Article
• 署名作者: Marsalle, L
• 署名单位: Sorbonne Universite
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1999
• 页码: 150-165
• 关键词: subordinators

摘要

Let L be a local time. It is well known that there exist a law of the iterated logarithm and a modulus of continuity for L. Motivated by the case of real Brownian motion, we study the existence of fast points and slow points of L. We prove the existence of such points by considering the right-continuous inverse of L, which is a subordinator.