On the Range of Brownian Motion and Its Inverse Process
Imhof, J.-P.
Ann. Probab., Tome 13 (1985) no. 4, p. 1011-1017 / Harvested from Project Euclid
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Jump behavior of the first passage time processes for Brownian motion, its range and BES(3) are compared via their Poisson measures. Explicit results concerning Brownian motion up to a first passage time of its range are given.
Publié le : 1985-08-14
Classification:  Brownian motion,  range,  first passage times,  60J65 
@article{1176992923,
     author = {Imhof, J.-P.},
     title = {On the Range of Brownian Motion and Its Inverse Process},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 1011-1017},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992923}
}

Imhof, J.-P. On the Range of Brownian Motion and Its Inverse Process. Ann. Probab., Tome 13 (1985) no. 4, pp.  1011-1017. http://gdmltest.u-ga.fr/item/1176992923/