Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Path properties of Cauchy's principal values related to local time

Auteur(s):

Code(s) de Classification MSC:

Résumé: Sample path properties of the Cauchy principal values of Brownian and random walk local times are studied. We establish LIL type results (without exact constants). Large and small increments are discussed. A strong approximation result between the above two processes is also proved.

Mots Clés: Additive functionals; principal values of Brownian and random walk local times; law of the iterated logarithm; large increments; modulus of continuity

Date: 1999-01-10

Prépublication numéro: PMA-480