Let Wt be a standard Brownian motion and define R(t, 1) = maxt-1[less-than-or-equals, slant]s[less-than-or-equals, slant]tWs-mint-1[less-than-or-equals, slant]s[less-than-or-equals, slant]t Ws for t[less-than-or-equals, slant]1. Given [var epsilon]>0, let [tau]([var epsilon])=min{t[greater-or-equal, slanted]1: R(t, 1)[less-than-or-equals, slant] [var epsilon]}. We prove that . We also give the lim inf behavior of R(t,1) and inf1[less-than-or-equals, slant]s[less-than-or-equals, slant]tR(s, 1).Brownian motion range of Brownian motion waiting time strong limit theorems
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AbstractMotivated by questions related to a fragmentation process which has been studied by Aldous, ...
In this paper we study the distribution of the sojourn time $\Gamma_{t} = meas{s0}$, where $B(t)$, ...
Motivated by questions related to a fragmentation process which has been studied by Aldous, Pitman, ...
In this article, we obtain exact asymptotics of the sojourn probability of Brownian motion with larg...
Main text: 5 pages + 3 Figs, Supp. Mat.: 20 pages + 7 FigsInternational audienceWe present an exact ...
Suppose that g(t) and Wt are independent Brownian motions starting from g(0) = W0 = 0. Consider the...
We derive, the joint probability density of the maximum), ( mtMP M and the time at which this maximu...
Let (Bδ(t) ; t ≥ 0) be a Brownian motion with drift δ> 0, starting at 0. Let us define by inducti...
Let (Bt)t S 0) be a standard Brownian motion started at zero, let g : Â_+ M Â be an upper function f...
While the distribution of the absorption time of a Brownian motion starting in a fixed point between...
We consider the problem of finding a stopping time that minimises the L 1-distance to θ, the time at...
AbstractHere, we study the asymptotic behavior of the maximum local time L∗(t) of the diffusion in B...
Kramers ’ law describes the mean transition time of an overdamped Brownian par-ticle between local m...
Abstract. Suppose that g(t) and Wt are independent Brownian motions starting from g(0) = W0 = 0. Con...
AbstractLetB=(Bt)t≥0be a Brownian motion started atx∈R. Given a stopping time τ forBand a real value...
AbstractMotivated by questions related to a fragmentation process which has been studied by Aldous, ...
In this paper we study the distribution of the sojourn time $\Gamma_{t} = meas{s0}$, where $B(t)$, ...
Motivated by questions related to a fragmentation process which has been studied by Aldous, Pitman, ...
In this article, we obtain exact asymptotics of the sojourn probability of Brownian motion with larg...