Excursions in a cone for two-dimensional Brownian motion (Q1068444)

From MaRDI portal
Revision as of 08:35, 20 March 2024 by Openalex240320080334 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Excursions in a cone for two-dimensional Brownian motion
scientific article

    Statements

    Excursions in a cone for two-dimensional Brownian motion (English)
    0 references
    0 references
    1985
    0 references
    Let \(\{B(t),0\leq t<\infty \}\) be the two-dimensional standard Brownian motion process with continuous paths on a probability space. A most significant property of the Brownian paths is known as the winding property: Let T be a finite Markov time of the two-dimensional Brownian motion process, then with probability one \(\{B(t),T\leq t<T+\epsilon \}\) winds about B(T) and cuts itself for every \(\epsilon >0\). In this paper we will consider the contrary. Namely, when does occur a non-winding in the two-dimensional Brownian paths? We also determine the law of a non- winding part by giving the corresponding conditioned limit theorem for the Brownian motion.
    0 references
    winding property
    0 references
    non-winding in the two-dimensional Brownian
    0 references
    conditioned limit theorem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references