The occupation time of Brownian motion in a ball

DOI10.1007/BF02214658MaRDI QIDQ678087zbMATHOpenAlexFDO

Authors Zhan Shi, Jean-Claude Gruet

Publication date 1 September 1997

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02214658

zbMATH Keywords

Wiener processoccupation time[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy%27s+lower+class&go=Go L��vy's lower class]

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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Cites work

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• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• On Strong Bounds for Sums of Independent Random Variables Which Tend to a Stable Distribution
• On the occupation times of cones by Brownian motion
• Packing Measure, and its Evaluation for a Brownian Path
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Some probabilistic properties of Bessel functions
• The Brownian escape process

Cited in

(14)

• An asymptotic estimate for Brownian motion with drift
• Brownian motion normalized by maximum local time
• scientific article; zbMATH DE number 1092207 (Why is no real title available?)
• Strong approximation of Bessel processes
• Inverting Ray-Knight identities on trees
• On transient Bessel processes and planar Brownian motion reflected at their future infima
• Spectral rigidity of random Schrödinger operators via Feynman-Kac formulas
• Where did the Brownian particle go?
• Asymptotics for diffusion first-passage laws
• Semigroups for one-dimensional Schrödinger operators with multiplicative Gaussian noise
• Sojourns and future infima of planar Brownian motion
• Occupation times of balls by Brownian motion with drift
• Escape rates for multidimensional shift self-similar additive sequences
• scientific article; zbMATH DE number 1225451 (Why is no real title available?)

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