Timeline for Reference request (Brownian local time): for fixed $t$, $a\mapsto L_a(t)$ is a.s. continuous and with compact support
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 17, 2021 at 15:17 | answer | added | John Dawkins | timeline score: 1 | |
| Jul 16, 2021 at 11:43 | answer | added | Greg Markowsky | timeline score: 2 | |
| Jul 13, 2021 at 17:36 | comment | added | Mateusz Kwaśnicki | Bounded support part is clear (and perfectly intuitive) when one realizes that $L_a(t) da$ is the occupation measure. Continuity is non-trivial, but if you search for "local time continuity", one of the first hits might lead you to this excellent source. (But this is also covered by most textbooks, I suppose.) | |
| Jul 13, 2021 at 16:20 | history | asked | Chaos | CC BY-SA 4.0 |