Occupation times of compact sets by planar Brownian motion

zbMath0796.60083MaRDI QIDQ1325088

Terence Chan

Publication date: 20 September 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_2_317_0

zbMATH Keywords

Brownian motionoccupation timearc-sine lawItô excursion lawTauberian asymptotic results

Mathematics Subject Classification ID

Brownian motion (60J65) Limit theorems in probability theory (60F99)

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Sojourns and future infima of planar Brownian motion ⋮ Skew Brownian diffusions across Koch interfaces ⋮ Weak extinction versus global exponential growth of total mass for superdiffusions

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