Points of increase for random walks

DOI10.1007/BF02761045MaRDI QIDQ1817281zbMATHOpenAlexFDO

Authors Yuval Peres

Publication date 1 December 1996

Published in Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02761045

zbMATH Keywords

random walkBrownian motionpoint of increase

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Recommendations

• On nonincrease of Brownian motion
• Points of increase of the Brownian sheet
• Increase of stable processes

Cites work

• scientific article; zbMATH DE number 3826957 (Why is no real title available?)
• scientific article; zbMATH DE number 3179897 (Why is no real title available?)
• scientific article; zbMATH DE number 3718235 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3198427 (Why is no real title available?)
• Brownian motion never increases: A new proof to a result of Dvoretzky, Erdős and Kakutani
• Increase of a lévy process with no positive jumps
• Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes
• On nonincrease of Brownian motion

Cited in

(6)

• Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
• A critique of distributional analysis in the spatial model
• New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions
• Points of increase of the Brownian sheet
• Points of increase of functions in the plane
• Rates of convergence for lamplighter processes

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