Measuring close approaches on a Brownian path

DOI10.1214/aop/1176991578zbMath0659.60113OpenAlexW2033803869MaRDI QIDQ1112465

Edwin A. Perkins, S. James Taylor

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991578

zbMATH Keywords

Hausdorff dimensionintegral teststrictly stable processBorel-Canteli lemmauniform escape rate

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Markov processes (60J99)

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