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DISTRIBUTION OF BROWNIAN LOCAL TIME ON CURVES
Published online by Cambridge University Press: 01 March 1998
Abstract
For all smooth nondecreasing functions f on [0, 1], the local time Lf spent by standard Brownian motion on the graph of f satisfies P(Lf<x) [ges ]P(2L0<x), for x>0. The constant 2 in this inequality may not be replaced with a smaller one.
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- Research Article
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- © The London Mathematical Society 1998
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