On the supremum of iterated local time

2010/76/3 (1) — DOI: 10.5486/PMD.2010.4646 — pp. 255-270

Authors: Endre Csáki, Miklós Csörgő, Antónia Földes and Pál Révész

Abstract:

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Keywords: Wiener process, random walk, local time, strong approximation, iterated local time

Mathematics Subject Classification: 60J55, 60F15, 60F17, 60G50, 60G70