Title of article :
Zero-One Law for some Brownian Functionals
Author/Authors :
Hrvoje Sikic، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
We prove that for a>0, (B t) one-dimensional standard Brownian motion and (tau)0=inf{t>0 : B t=0} the following zero–one law is valid Pa[(integral ds/B(alpha) < + (infinity)] = { 1; if 0 < (alpha) <2 0; if (alpha)=> 2
Keywords :
Brownian motion , Brownian functional , zero-one law
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Journal title :
JOURNAL OF THEORETICAL PROBABILITY