Wiener过程局部时增量的几个结果

SOME RESULTS ON INCREMENTS OF THE LOCAL TIME OF WIENER PROCESS

设W(t)是标准Wiener过程,L(x,t)为它的局部时。Csáki等在[1]中考察了L(x,t)的一类增量问题,本文考察了另一类增量问题,得到了与Hanson等提出的([2][3])一类Wiener过程增量相应的结果。

Letting w(t) be a standard wiener process with local time L(x,t), Csaki, Csorg, Foldes and kevesz (1983) considered increments of L(x,t). In this paper, we suggest another kind of increments of L(x,t). The results are very similar to those obtained by Hanson and Russo (1983) for W(t).