“Polar”-functions for Brownian motion

Name: “Polar”-functions for Brownian motion
Creator: Graversen, S. E.
Keywords: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.), Gaussian processes, Hausdorff dimension, Brownian motion, Contents, measures, outer measures, capacities, 0101 mathematics, 01 natural sciences, Wiener measure

Graversen, S. E.

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Probability Theory and Related Fields

Article . 1982 . Peer-reviewed

License: Springer TDM

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“Polar”-functions for Brownian motion

``Polar''-functions for Brownian motion

descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 1982 English Publisher:Springer Science and Business Media LLCJournal:Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, volume 61, pages 261-270 (issn: 0044-3719, eissn: 1432-2064,

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Authors: Graversen, S. E.;

doi: 10.1007/bf01844636

“Polar”-functions for Brownian motion

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Abstract

Let (Xt)t≧0 denote the 2-dimensional Brownian motion. It is well-known that iff∶R+ →R2 is a constant function, then $$P\{ \exists t > 0\,X_t + f(t) = 0\} = 0.$$

Keywords

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.), Gaussian processes, Hausdorff dimension, Brownian motion, Contents, measures, outer measures, capacities, Wiener measure

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