Divergent sums over excursions

DOI10.1016/0304-4149(94)00014-XzbMath0841.60060MaRDI QIDQ1343602

K. Bruce Erickson

Publication date: 18 July 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov processreflecting Brownian motionexcursion measurezero-one lawexcursion

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (2)

Sample path behaviour in connection with generalized arcsine laws ⋮ Brownian motion normalized by maximum local time

Cites Work

• Exit systems
• Local variation of diffusion in local time
• A note on the Borel-Cantelli lemma
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