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Cutting Brownian Paths

Show simple item record Burdzy, Krzysztof Bass, Richard F. 2005-11-16T17:24:23Z 2005-11-16T17:24:23Z 1999-01
dc.identifier.citation Burdzy, K. & R. Bass. Cutting Brownian paths. In Memoir AMS, 137(657). Providence, RI: American Mathematical Society, 1999. en
dc.description 99 pages. en
dc.description.abstract Let Z [subscript] t be two-dimensional Brownian motion. We say that a straight line L is a cut line if there exists a time t [is an element of the set] (0, 1) such that the trace of {Z [subscript] s : 0 [is less than or equal to] s < t} lies on one side of L and the trace of {Z [subscript] s : t < s < 1} lies on the other side of L. In this paper we prove that with probability one cut lines do not exist. This provides a solution to Problem 8 in Taylor (1986). en
dc.description.sponsorship Research partially supported by NSF grant DMS-9322689. en
dc.format.extent 547503 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.publisher American Mathematical Society en
dc.relation.ispartofseries Memoirs AMS;vol. 137 number 657
dc.subject Planar Brownian motion en
dc.subject cut lines en
dc.subject cut points en
dc.subject exceptional sets en
dc.subject Taylor’s problem en
dc.subject Bessel processes en
dc.subject conditioned Brownian motion en
dc.subject cones en
dc.subject random walks en
dc.subject wedges en
dc.subject points of increase en
dc.subject convex hull en
dc.title Cutting Brownian Paths en
dc.type Article en

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