Sojourns and future infima of planar Brownian motion

DOI10.1007/BF01195478MaRDI QIDQ1903097zbMATH OpenFDO

Authors Zhan Shi, Yueyun Hu

Publication date 5 March 1996

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01195478

zbMATH Keywords

almost sure asymptotic behaviourintegral testsWiener process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17) Brownian motion (60J65)

Recommendations

• Points of infinite multiplicity of planar Brownian motion: measures and local times
• Further asymptotic laws of planar Brownian motion
• The dimension of the frontier of planar Brownian motion
• Brownian motion and Dirichlet problems at infinity
• On transient Bessel processes and planar Brownian motion reflected at their future infima
• A note on planar Brownian motion

Cites work

• A decomposition of Bessel Bridges
• A note on the Borel-Cantelli lemma
• An integral test for the supremum of Wiener local time
• Asymptotics for an arcsin type result
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• From planar Brownian windings to Asian options
• How big are the increments of a Wiener process?
• scientific article; zbMATH DE number 3425963 (Why is no real title available?)
• scientific article; zbMATH DE number 205704 (Why is no real title available?)
• scientific article; zbMATH DE number 816111 (Why is no real title available?)
• scientific article; zbMATH DE number 897209 (Why is no real title available?)
• Occupation times of compact sets by planar Brownian motion
• On the future infima of some transient processes
• Packing Measure, and its Evaluation for a Brownian Path
• Sojourn Times and the Exact Hausdorff Measure of the Sample Path for Planar Brownian Motion
• Some probabilistic properties of Bessel functions
• Some Theorems Concerning 2-Dimensional Brownian Motion
• The occupation time of Brownian motion in a ball

Cited in

(3)

• Brownian bricklayer: a random space-filling curve
• On transient Bessel processes and planar Brownian motion reflected at their future infima
• The occupation time of Brownian motion in a ball

This page was built for publication: Sojourns and future infima of planar Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1903097)