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On Wiener process sample paths
Authors:
G. J. Foschini and R. K. Mueller
Journal:
Trans. Amer. Math. Soc. 149 (1970), 89-93
MSC:
Primary 60.62
MathSciNet review:
0258129
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Abstract: Let represent a version of the Wiener process having almost surely continuous sample paths on that vanish at zero. We present a theorem concerning the local nature of the sample paths. Almost surely the local behavior at each t is of one of seven varieties thus inducing a partition of into seven disjoint Borel sets of the second class. The process can be modified so that almost surely the sample paths are everywhere locally recurrent.
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DOI:
http://dx.doi.org/10.1090/S0002-9947-1970-0258129-2
PII:
S 0002-9947(1970)0258129-2
Keywords:
Wiener process,
sample paths,
local behavior,
Borel sets,
oscillation from the right,
increase from the left,
local maxima,
everywhere locally recurrent functions
Article copyright:
© Copyright 1970 American Mathematical Society
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