Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9953305 | Statistics & Probability Letters | 2018 | 4 Pages |
Abstract
Let (B(t),tâ¥0) denote the standard, one-dimensional Wiener process and (â(y,t);yâR,tâ¥0) its local time at level y up to time t. Then ((B(t),â(B(t),t)),tâ¥0) is a random, continuous path that fills the upper half-plane, covering one unit of area per unit time.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Noah Forman,