Brownian Motion at a Slow Point

DOI10.2307/2000387zbMath0602.60041OpenAlexW4251788992MaRDI QIDQ3738336

Martin T. Barlow, Edwin A. Perkins

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2000387

zbMATH Keywords

local properties of the local timeslow point of a Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Sample path properties (60G17) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (4)

Unnamed Item ⋮ A critical case for Brownian slow points ⋮ An integral test for the transience of a Brownian path with limited local time ⋮ How Porous is the Graph of Brownian Motion?

Cites Work

• A conditioned limit theorem for random walk and Brownian local time on square root boundaries
• Brownian slow points: The critical case
• Semi-martingales et grossissement d'une filtration
• Functional central limit theorems for random walks conditioned to stay positive
• An iterated logarithm law for local time
• On the uniqueness of solutions of stochastic differential equations
• Sample path properties of stochastic integrals, and stochastic differentiation
• Brownian first exit from and sojourn over one sided moving boundary and application
• On the strong comparison theorems for solutions of stochastic differential equations
• Study of a filtration expanded to include an honest time
• On the Hausdorff dimension of the Brownian slow points
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