The gap between the past supremum and the future infimum of a transient Bessel process

Davar Khoshnevisan

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 220-230

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Khoshnevisan, Davar. "The gap between the past supremum and the future infimum of a transient Bessel process." Séminaire de probabilités de Strasbourg 29 (1995): 220-230. <http://eudml.org/doc/113905>.

@article{Khoshnevisan1995,
author = {Khoshnevisan, Davar},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {almost sure path properties; Bessel processes; asymptotic discrepancy},
language = {eng},
pages = {220-230},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The gap between the past supremum and the future infimum of a transient Bessel process},
url = {http://eudml.org/doc/113905},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Khoshnevisan, Davar
TI - The gap between the past supremum and the future infimum of a transient Bessel process
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 220
EP - 230
LA - eng
KW - almost sure path properties; Bessel processes; asymptotic discrepancy
UR - http://eudml.org/doc/113905
ER -

References

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  1. [A] D. Aldous (1992). Greedy search on the binary tree with random edge-weight. Comb., Prob. & Computing1, pp. 281-293 Zbl0803.68025
  2. [KLL] D. Khoshnevisan, T.M. Lewis and W.V. Li (1993). On the future infima of some transient processes. To appear in Prob. Theory and Rel. Fields Zbl0801.60066MR1283116
  3. [KS] S.B. Kochen and C.J. Stone (1964). A note on the Borel-Cantelli problem. Ill. J. Math.8, pp. 248-251 Zbl0139.35401MR161355
  4. [RY] D. Revuz and M. Yor (1991). Continuous Martingales and Brownian Motion. Springer Verlag. Grundlehren der mathematischen Wissenschaften #293. Berlin-Heidelberg Zbl0731.60002MR1083357
  5. [ST] Y. Saisho and H. Tanemura (1990). Pitman type theorem for one-dimensional diffusion processes. Tokyo J. Math. Vol.13, No.2, pp. 429-440 Zbl0722.60082MR1088242
  6. [Y] M. Yor (1993). Some Aspects of Brownian Motion. Part II: Some Recent martingale Problems. Forthcoming Lecture Notes Zbl0880.60082MR1442263

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