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

DOI:
https://doi.org/10.1090/S0002-9939-1993-1116258-6

MathSciNet review:
1116258

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Abstract | References | Similar Articles | Additional Information

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:
https://doi.org/10.1090/S0002-9939-1993-1116258-6

Keywords:
Wiener process,
almost sure behavior

Article copyright:
© Copyright 1993
American Mathematical Society