On nonincrease of Brownian motion

DOI10.1214/aop/1176990732zbMath0719.60086OpenAlexW1969051071MaRDI QIDQ2640238

Krzysztof Burdzy

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aop/1176990732

zbMATH Keywords

local maximapoints of increase

Mathematics Subject Classification ID

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

Related Items (8)

Eccentric behaviors of the Brownian sheet along lines ⋮ Increase of stable processes ⋮ Flat points of two-dimensional Brownian motion ⋮ Continuous-time trading and the emergence of probability ⋮ Points of increase for random walks ⋮ Continuous-time trading and the emergence of randomness ⋮ Increase of Lévy processes ⋮ Unnamed Item

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