Regularity of irregularities on a Brownian path

DOI10.5802/aif.513zbMath0262.60059OpenAlexW2335635061MaRDI QIDQ2561070

S. James Taylor

Publication date: 1974

Published in: Annales de l'Institut Fourier (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIF_1974__24_2_195_0

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (9)

Thick points for spatial Brownian motion: multifractal analysis of occupation measure. ⋮ Strassen-type functional laws for strong topologies ⋮ Sobolev regularity of occupation measures and paths, variability and compositions ⋮ Sample path properties of stochastic integrals, and stochastic differentiation ⋮ How small are the increments of a Wiener process? ⋮ On the approximation of P-P and Q-Q plot processes by Brownian bridges ⋮ Uniform measure results for the image of subsets under Brownian motion ⋮ On the Moments of the Modulus of Continuity of Itô Processes ⋮ The fractal structures of the exceptional sets of Lévy processes

Cites Work

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• On the Lipschitz's condition for Brownian motion
• On the oscillation of the Brownian motion process
• Exact asymptotic estimates of Brownian path variation
• Local asymptotic laws for Brownian motion
• Some Theorems Concerning 2-Dimensional Brownian Motion
• How Often on a Brownian Path Does the Law of Iterated Logarithm Fail?
• A lower lipschitz condition for the stable subordinator
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path

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