18 problems
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Local-time expectation identity for indicator weights
Let be the local time of at level . Let be the semigroup and let and be the…
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Mixed Gaussian limit conjecture for additive functionals of fractional Brownian motion
Mixed Gaussian limit conjecture. In the general non-zero energy case, this process, standardized by the local time , should exhibit an asymptotic mixed Gaussian limit…
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Downcrossing approximation of local time conjecture
Let denote the local time of at level up to time , and let and denote the successive downcross…
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Mallein–Pardoux boundary local time convergence conjecture
Let be -dimensional super-Brownian motion, let be its total occupation local time, and define the random measures on by … Let…
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Finiteness conjecture for local time along a curve
Let be a continuous semimartingale, let with , and let be a function of class . The measure…
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The regularly varying inverse-local-time conjecture
Let the inverse local time process of a Markov process have a L'evy measure whose tail is regularly varying. The regularly varying inverse-local-time conjecture. Analogous transien…
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Conjecture on dyadic local time for fractional Brownian motion
The dyadic local-time conjecture. Almost surely, converges uniformly for to
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The boundary-support conjecture for the local time of super-Brownian motion
Let be the closed support of , let denote its boundary, and let be the local-time measure associated with the bounda…
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Conjecture on the local-time limsup in bounded-variation Lévy environments
Let be a spectrally negative Lévy environment with bounded variation, let be the associated diffusion, and write for its maximal local time up to time…
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The local-time continuity conjecture for trajectories of locally infinite variation
Let be a trajectory for which local time is considered, and suppose local time exists as a function of . A trajectory has locally infinite variation if its varia…
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Mottram's local-time exponent conjecture for ballistic limiting measures
Let and let be any measure supplied by the critical-speed framework. Let…
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Mottram's universal local-time exponent conjecture
Let be a limiting conditioned Wiener measure arising from the general framework, and write for the local time at level . Mo…
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Mottram's universal exponent conjecture for Brownian entropic repulsion
Let be the event that Brownian motion has local time bounded everywhere by , and let denote the exponent measuring the strength of entropic repulsion thro…
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Nonemptiness of the repulsion envelope
Let , let be the recurrent limiting law described above, and define … Here is…
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Khoshnevisan–Lewis conjecture on the Hausdorff dimension of local-time level sets
Let be the process considered above, and for let denote its level set. Khoshnevisan–Lewis conjecture. The Hausdorff dimension of this l…
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Extension of the fractional Brownian additive-functional central limit theorem
Let be a -dimensional fractional Brownian motion with Hurst parameter , and let , where … For , define … The esta…
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The fourth integrated moment central limit theorem for Brownian local time increments
Let denote Brownian local time at position and time , and define the increment … For , set … Let and be the quantities appearing in th…
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Sublinear local time under the recurrent limiting measure
Let satisfy … and let be any weak limit of the conditioned Wiener measures . Let denote the local time at the origin at time . Local-time se…