On convex limit sets and Brownian motion
type: Item
instance of: scholarly article
title: On convex limit sets and Brownian motion
zbMATH Open document ID: 0916.60071
DOI: 10.1023/A:1022640007525
published in: Journal of Theoretical Probability
publication date: 1999-07-12T00:00:00Z
review text: The authors prove results for the supreme limit of nonnegative functionals of convex sets determined by normalized Brownian paths in Banach spaces. The present paper continues the investigation of \textit{D. Khoshnevisan} [Probab. Theory Relat. Fields 93, No. 3, 377-392 (1992; Zbl 0767.60066)] in this area. This relates also to some classical unsolved isoperimetric problems for the convex hull in \({\mathbb R}^d\). The paper contains the solution of a problem similar to these classical problems.
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1208795
zbMATH Keywords: Brownian motion
zbMATH Keywords: Brownian sheet
zbMATH Keywords: convex hull for curves in \({\mathbb{R}}^d\)
zbMATH Keywords: iterated logarithm in Banach spaces
author: Jim Kuelbs
author: Michel Ledoux
MaRDI profile type: Publication
full work available at URL: a:1022640007525
OpenAlex ID: W2019269415
description: scientific article; zbMATH DE number 1208795