SOJOURNS AND FUTURE INFIMA OF PLANAR BROWNIAN-MOTION
成果类型：
Article
署名作者：
HU, Y; SHI, Z
署名单位：
Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS)
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/BF01195478
发表日期：
1995
页码：
329-348
关键词：
摘要：
Let {W(t); 0 less than or equal to t less than or equal to 1} be a two-dimensional Wiener process starting from 0. We are interested in the almost sure asymptotic behaviour, as r tends to 0, of the processes X(r) and Y(r), where X(r) denotes the total time spent by W in the ball centered at 0 with radius r, and Y(r) the distance between 0 and the curve (W(t); r less than or equal to t less than or equal to 1}. While a characterization of the lower functions of Y was previously established by Spitzer [S], we characterize via integral tests its upper functions as well as the upper and lower functions of X.
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