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
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
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