Measuring the Rarely Visited Sites of Brownian Motion
Nathalie Eisenbaum () and
Zhan Shi ()
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Nathalie Eisenbaum: Université Paris VI
Zhan Shi: Université Paris VI
Journal of Theoretical Probability, 1999, vol. 12, issue 3, 595-613
Abstract:
Abstract We study the almost sure asymptotic behaviors of the Lebesgue measure of the points which are hardly visited, in the sense of Földes and Révész,(7) by a linear Wiener process.
Keywords: Wiener process; local time; hardly visited site; law of the iterated logarithm (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021615513008
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