A note on local asymptotic behaviour for Brownian motion in Banach spaces

Mou-Hsiung Chang

International Journal of Mathematics and Mathematical Sciences, 1979, vol. 2, 1-8

Abstract:

In this paper we obtain an integral characterization of a two-sided upper function for Brownian motion in a real separable Banach space. This characterization generalizes that of Jain and Taylor [2] where B = ℝ n . The integral test obtained involves the index of a mean zero Gaussian measure on the Banach space, which is due to Kuelbs [3]. The special case that when B is itself a real separable Hilbert space is also illustrated.

Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:737165

DOI: 10.1155/S0161171279000491

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