CHUNG LAW FOR INTEGRATED BROWNIAN-MOTION

Authors
KHOSHNEVISAN D SHI Z
Citation
D. Khoshnevisan et Z. Shi, CHUNG LAW FOR INTEGRATED BROWNIAN-MOTION, Transactions of the American Mathematical Society, 350(10), 1998, pp. 4253-4264
Citations number
33
Categorie Soggetti
Mathematics,Mathematics
Journal title
Transactions of the American Mathematical Society → ACNP
ISSN journal
00029947
Volume
350
Issue
10
Year of publication
1998
Pages
4253 - 4264
Database
ISI
SICI code
0002-9947(1998)350:10<4253:CLFIB>2.0.ZU;2-4
Abstract
The small ball problem for the integrated process of a real-valued Bro wnian motion is solved. In sharp contrast to more standard methods, ou r approach relies on the sample path properties of Brownian motion tog ether with facts about local times and Levy processes.