A critical case for Brownian slow points
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Bass, Richard F. | |
| dc.date.accessioned | 2005-11-28T17:55:50Z | |
| dc.date.available | 2005-11-28T17:55:50Z | |
| dc.date.issued | 1996-01 | |
| dc.description.abstract | Let X [subscript] t be a Brownian motion and let S(c) be the set of reals r [is greather than or equal to] 0 such that |X ([subscript] r+t) − X [subscript] r| [is less than or equal to] c [square root of] t, 0 [is less than or equal to] t [is less than or equal to] h, for some h = h(r) > 0. It is known that S(c) is empty if c < 1 and nonempty if c > 1, a.s. In this paper we prove that S(1) is empty a.s. | en |
| dc.description.sponsorship | This research was partially supported by NSF Grant 9322689. | en |
| dc.format.extent | 205757 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Bass, R.F. & K. Burdzy. (1996). A critical case for Brownian slow points. Probability Theory and Related Fields, 105(1), 85-108. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2191 | |
| dc.language.iso | en_US | |
| dc.publisher | Springer-Verlag GmbH | en |
| dc.subject | Brownian motion | en |
| dc.subject | slow points | en |
| dc.title | A critical case for Brownian slow points | en |
| dc.title.alternative | Brownian slow points | en |
| dc.type | Article | en |