A critical case for Brownian slow points

DOI10.1007/BF01192072zbMath0854.60039MaRDI QIDQ1917697

Richard F. Bass, Krzysztof Burdzy

Publication date: 5 January 1997

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Brownian motionlaw of the iterated logarithmcritical casesslow points

Mathematics Subject Classification ID

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

Related Items (2)

The heat equation and reflected Brownian motion in time-dependent domains. ⋮ Stationary local random countable sets over the Wiener noise

Cites Work

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• A conditioned limit theorem for random walk and Brownian local time on square root boundaries
• Brownian slow points: The critical case
• On the oscillation of the Brownian motion process
• Brownian Motion at a Slow Point
• ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY
• On Brownian slow points
• On the Hausdorff dimension of the Brownian slow points

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