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
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.
引用
收藏
页码:85 / 108
页数:24
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