On the range of Brownian motion and its inverse process
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Publication:1067317
DOI10.1214/aop/1176992923zbMath0579.60084OpenAlexW2061383112MaRDI QIDQ1067317
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992923
Related Items (12)
Fractional randomness ⋮ Decomposing the Brownian path via the range process ⋮ Range reliability in random walks ⋮ Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné ⋮ On the maximum increase and decrease of one-dimensional diffusions ⋮ Range of Brownian motion with drift ⋮ On distributions of integral functionals of diffusions stopped at inverse range time ⋮ Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions ⋮ A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces ⋮ On the expected diameter of an \(L_{2}\)-bounded martingale ⋮ On first range times of linear diffusions ⋮ Run length statistics and the Hurst exponent in random and birth-death random walks.
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