Limiting behaviour of the occupation of wedges by complex Brownian motion (Q909354)
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scientific article; zbMATH DE number 4137144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting behaviour of the occupation of wedges by complex Brownian motion |
scientific article; zbMATH DE number 4137144 |
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Limiting behaviour of the occupation of wedges by complex Brownian motion (English)
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1990
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Let \(B_ t\) be the planar Brownian motion. Given a wedge \(W_{\alpha}\) with angle \(\alpha\) define the occupation time \(T^{\alpha}\) by \[ T^{\alpha}(t)=\int^{t}_{0}1_{(B(u)\in W^{\alpha})}du. \] The author proves that a lim inf behaviour of \(T^{\alpha}\) as \(t\to 0\) holds a.s. for all wedges of angle \(\alpha\) simultaneously.
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time change
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Brownian motion
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occupation time
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