• Title of article

    Favourite sites of transient Brownian motion

  • Author/Authors

    Hu، نويسنده , , Yueyun and Shi، نويسنده , , Zhan، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    13
  • From page
    87
  • To page
    99
  • Abstract
    We present an accurate description for the location of maximum of d-dimensional Brownian motion. In case d = 1, this is a well-known theorem of Csلki et al. (1987a). We also deduce, as application, a version of the iterated logarithm law for the favourite site of transient Brownian motion.
  • Keywords
    60J55 , Favourite site , 60J65 , 60F15 , Location of maximum , Brownian motion , Local time
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1998
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576198

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1576198