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August, 1985 On the Range of Brownian Motion and Its Inverse Process
J.-P. Imhof
Ann. Probab. 13(3): 1011-1017 (August, 1985). DOI: 10.1214/aop/1176992923

Abstract

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.

Citation

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J.-P. Imhof. "On the Range of Brownian Motion and Its Inverse Process." Ann. Probab. 13 (3) 1011 - 1017, August, 1985. https://doi.org/10.1214/aop/1176992923

Information

Published: August, 1985
First available in Project Euclid: 19 April 2007

zbMATH: 0579.60084
MathSciNet: MR799437
Digital Object Identifier: 10.1214/aop/1176992923

Subjects:
Primary: 60J65

Keywords: Brownian motion , first passage times , ‎range‎

Rights: Copyright © 1985 Institute of Mathematical Statistics

Vol.13 • No. 3 • August, 1985
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