A critical case for Brownian slow points

被引：3
|
作者：
Bass, RF
Burdzy, K
机构：
[1] Department of Mathematics, University of Washington, Seattle
来源：
PROBABILITY THEORY AND RELATED FIELDS | 1996年 / 105卷 / 01期
关键词：
D O I：
10.1007/BF01192072
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let X(t) be a Brownian motion and let S(c) be the set of reals r greater than or equal to 0 such that \X(r+l)-X(r)\ less than or equal to c root t, 0 less than or equal to t 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.
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收藏
页码：85 / 108
页数：24
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