Chung’s law for integrated Brownian motion

Khoshnevisan, Davar; Shi, Zhan

doi:10.1090/S0002-9947-98-02011-X

Chung’s law for integrated Brownian motion
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by Davar Khoshnevisan and Zhan Shi PDF

Trans. Amer. Math. Soc. 350 (1998), 4253-4264 Request permission

Abstract:

The small ball problem for the integrated process of a real–valued Brownian motion is solved. In sharp contrast to more standard methods, our approach relies on the sample path properties of Brownian motion together with facts about local times and Lévy processes.

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