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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

The time spent by the Wiener process in a narrow tube before leaving a wide tube


Authors: Antónia Földes and Madan L. Puri
Journal: Proc. Amer. Math. Soc. 117 (1993), 529-536
MSC: Primary 60J65; Secondary 60G17
MathSciNet review: 1116258
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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.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0002-9939-1993-1116258-6
PII: S 0002-9939(1993)1116258-6
Keywords: Wiener process, almost sure behavior
Article copyright: © Copyright 1993 American Mathematical Society