On hardly visited points of the Brownian motion (Q1187101): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:16, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On hardly visited points of the Brownian motion |
scientific article |
Statements
On hardly visited points of the Brownian motion (English)
0 references
28 June 1992
0 references
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.
0 references
local time process
0 references
Wiener process
0 references
random measure
0 references