Sample Path Behavior for Brownian Motion in Banach Spaces

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Sample Path Properties of Bifractional Brownian Motion

Let B = { B(t), t ∈ R+ } be a bifractional Brownian motion in R. We prove that B is strongly locally nondeterministic. Applying this property and a stochastic integral representation of B , we establish Chung’s law of the iterated logarithm for B , as well as sharp Hölder conditions and tail probability estimates for the local times of B . We also consider the existence and the regularity of th...

متن کامل

A Note on Local Asymptotic Behavior for Brownian Motion in Banach Spaces

In this paper we obtain an integral characterization of a two-slded upper function for Brownian motion in a real separable Banach space. This characterization generalizes that of Jaln and Taylor [2] where B n. The integral test obtained involves the index of a mean zero Gaussian measure on the Banach space, which is due to Kuelbs [3] The special case that when B is itself a real separable Hilbe...

متن کامل

Some Path Properties of Iterated Brownian Motion

We will consider the process {Z(t) df = X(Y (t)), t ≥ 0} which we will call “iterated Brownian motion” or simply IBM. Funaki (1979) proved that a similar process is related to “squared Laplacian.” Krylov (1960) and Hochberg (1978) considered finitely additive signed measures on the path space corresponding to squared Laplacian (there exists a genuine probabilistic approach, see, e.g., Ma̧drecki ...

متن کامل

Some singular sample path properties of a multiparameter fractional Brownian motion

We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the fractional Brownian motion which is not increment stationary. This multiparameter fractional Brownian motion behaves very differently at the origin and away from the axes, which also appears in the Hausdorff dimension of its range and in the measure of its pointwise Hölder exponents. A functional version o...

متن کامل

Path Collapse for Multidimensional Brownian Motion with Rebirth†

In a bounded open region of the d dimensional Euclidean space we consider a Brownian motion which is reborn at a fixed interior point as soon as it reaches the boundary. It was shown that in dimension one coupled paths starting at different points but driven by the same Brownian motion either collapse with probability one or never meet. In higher dimensions, for convex or polyhedral regions the...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Probability

سال: 1975

ISSN: 0091-1798

DOI: 10.1214/aop/1176996396