On transient Bessel processes and planar Brownian motion reflected at their future infima

DOI10.1016/0304-4149(95)00049-6zbMath0851.60082OpenAlexW1967578883MaRDI QIDQ1909955

Zhan Shi

Publication date: 4 November 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00049-6

zbMATH Keywords

Bessel processasymptotic behaviourlaw of iterated logarithmintegral test

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

Related Items (2)

Brownian motion normalized by maximum local time ⋮ Transient nearest neighbor random walk and Bessel process

Cites Work

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• The occupation time of Brownian motion in a ball
• Pitman type theorem for one-dimensional diffusion processes
• An integral test for the supremum of Wiener local time
• An extension of Pitman's theorem for spectrally positive Lévy processes
• On the future infima of some transient processes
• Sojourns and future infima of planar Brownian motion
• Some problems concerning the structure of random walk paths
• One-dimensional Brownian motion and the three-dimensional Bessel process
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• A note on the Borel-Cantelli lemma

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