Title of article :
Favourite sites of transient Brownian motion
Author/Authors :
Hu، نويسنده , , Yueyun and Shi، نويسنده , , Zhan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
13
From page :
87
To page :
99
Abstract :
We present an accurate description for the location of maximum of d-dimensional Brownian motion. In case d = 1, this is a well-known theorem of Csلki et al. (1987a). We also deduce, as application, a version of the iterated logarithm law for the favourite site of transient Brownian motion.
Keywords :
60J55 , Favourite site , 60J65 , 60F15 , Location of maximum , Brownian motion , Local time
Journal title :
Stochastic Processes and their Applications
Serial Year :
1998
Journal title :
Stochastic Processes and their Applications
Record number :
1576198
Link To Document :
بازگشت