有关Wiener过程局部时增量的一个结果

A Result on Local Time Increments of Wiener Process

设L(x, t)是Wiener过程的局部时,本文推广中的一个结果得:如果0<a_T≤T,a_T是关于非减的函数,T^(-1)a_T是非增的。

Let L(x, t) be a local time of Wiener Process. We have known that there were a lot of the properties the same L(x, t) or L(t) as Wiener process. In this paper, our main objective is to extend the result of〔4〕, We obtain: if O<aT≤T is nondecreasing and T^(-1)a_T is non-increasing log(Ta_T^1) about T, in lim