The Proportion of Brownian Sojourn Outside a Moving Boundary
Work
Year: 1982
Type: article
Abstract: Let $B_t$ be a $d$-dimensional Brownian motion starting at zero and $h(t)$ a positive nondecreasing function of $t > 0$. It is shown that $\lim \sup_{s\downarrow 0}(1/s)\operatorname{meas} \{t \in (0,... more
Source: The Annals of Probability
Author Kôhei Uchiyama
Cites: 5
Cited by: 6
Related to: 10
FWCI: 1.011
Citation percentile (by year/subfield): 72.05
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze