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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.


References [Enhancements On Off] (What's this?)

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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