On hardly visited points of the Brownian motion (Q1187101): Difference between revisions

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Latest revision as of 17:25, 15 May 2024

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On hardly visited points of the Brownian motion
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    On hardly visited points of the Brownian motion (English)
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    28 June 1992
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    Let \(L(xt)\) be the local time process of a standard Wiener process \(\{W(t),\;t>0\}\). Denote \[ T_ r=\inf\{t>0;\;L(0,t)\geq r\}, \qquad \mu(r,q)=\mu(y;\;0<L(y,T_ r)<q). \] The almost sure behavior of the random measure \(\mu(r,q)\) is investigated.
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    local time process
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    Wiener process
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    random measure
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