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Favourite sites of transient Brownian motion

We present an accurate description for the location of maximum of d-dimensional Brownian motion. In case d = 1, this is a well-known theorem of Csáki et al. (1987a). We also deduce, as application, a version of the iterated logarithm law for the favourite site of transient Brownian motion.
Year of publication:
1998
Authors: Hu, Yueyun ; Shi, Zhan
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 73.1998, 1, p. 87-99
Publisher: Elsevier
Subject: 60J65 60J55 60F15
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008873029
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