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Displaying similar documents to “On the sample path behavior of the first passage time process of a brownian motion with drift”

Regularity of irregularities on a brownian path

Samuel James Taylor (1974)

Annales de l'institut Fourier

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On a standard Brownian motion path there are points where the local behaviour is different from the pattern which occurs at a fixed t 0 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.