The most visited point of a closed set by Brownian motion

DOI10.1214/aop/1024404426zbMath0876.60064OpenAlexW2067178563MaRDI QIDQ1356374

Christophe Leuridan

Publication date: 10 November 1997

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

Full work available at URL: https://doi.org/10.1214/aop/1024404426

zbMATH Keywords

Brownian motionlocal timesdiscontinuous process with bounded variation

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (3)

The escape rate of favorite sites of simple random walk and Brownian motion. ⋮ The rate of escape of the most visited site of Brownian motion ⋮ Favourite sites of transient Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distribution of integral functionals of a Brownian motion process
• Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)
• Sojourn times of diffusion processes
• The most visited site of Brownian motion and simple random walk
• The exact Hausdorff measure of the level sets of Brownian motion
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• The exact hausdorff measure of the zero set of a stable process
• Random Walks and A Sojourn Density Process of Brownian Motion

This page was built for publication: The most visited point of a closed set by Brownian motion