Fluctuation results for brownian motion in a poissonian potential
Mario V. Wüthrich (1998)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Displaying similar documents to “On the sample path behavior of the first passage time process of a brownian motion with drift”
Fluctuation results for brownian motion in a poissonian potential
Asymptotic windings of planar brownian motion revisited via the Ornstein-Uhlenbeck process
Jean Bertoin, Wendelin Werner (1994)
Séminaire de probabilités de Strasbourg
Similarity:
Comparison theorems for small deviations of random series.
Gao, F., Hannig, J., Torcaso, F. (2003)
Electronic Journal of Probability [electronic only]
Similarity:
On the Spitzer and Chung laws of the iterated logarithm for brownian motion
Jean-Claude Gruet, Zhan Shi (1995)
Séminaire de probabilités de Strasbourg
Similarity:
Level sets of multiparameter Brownian motions.
Mountford, Thomas S., Nualart, Eulalia (2004)
Electronic Journal of Probability [electronic only]
Similarity:
Shortest excursion lengths
Yueyun Hu, Zhan Shi (1999)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Liminf behaviours of the windings and Lévy's stochastic areas of planar brownian motion
Zhan Shi (1994)
Séminaire de probabilités de Strasbourg
Similarity:
Regularity of irregularities on a brownian path
Samuel James Taylor (1974)
Annales de l'institut Fourier
Similarity:
On a standard Brownian motion path there are points where the local behaviour is different from the pattern which occurs at a fixed with probability 1. This paper is a survey of recent results which quantity the extent of the irregularities and show that the exceptional points themselves occur in an extremely regular manner.