Zero–One Law for some Brownian Functionals
Hrvoje Šikić ()
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Hrvoje Šikić: University of Zagreb
Journal of Theoretical Probability, 2000, vol. 13, issue 2, 571-574
Abstract:
Abstract We prove that for a>0, (B t) one-dimensional standard Brownian motion and τ 0=inf{t>0 : B t=0} the following zero–one law is valid $$P^a \left[ {\int_0^{\tau _0 } {\frac{{ds}}{{B_s^\alpha }}
Keywords: Brownian motion; Brownian functional; zero–one law (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1007833205600
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