Cutting Brownian Paths
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Bass, Richard F. | |
| dc.date.accessioned | 2005-11-16T17:24:23Z | |
| dc.date.available | 2005-11-16T17:24:23Z | |
| dc.date.issued | 1999-01 | |
| 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.identifier.citation | Burdzy, K. & R. Bass. Cutting Brownian paths. In Memoir AMS, 137(657). Providence, RI: American Mathematical Society, 1999. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2159 | |
| 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 |