The time spent by the Wiener process in a narrow tube before leaving a wide tube
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- by Antónia Földes and Madan L. Puri PDF
- Proc. Amer. Math. Soc. 117 (1993), 529-536 Request permission
Abstract:
The almost sure behavior of the time spent by the Wiener process in a "small interval" before first leaving a "bigger interval" is investigated.References
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Additional Information
- © Copyright 1993 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 117 (1993), 529-536
- MSC: Primary 60J65; Secondary 60G17
- DOI: https://doi.org/10.1090/S0002-9939-1993-1116258-6
- MathSciNet review: 1116258