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Chung's law for integrated Brownian motion |
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| Authors: | Davar Khoshnevisan Zhan Shi |
| Institution: | Department of Mathematics, Univeristy of Utah, Salt Lake City, Utah 82112 ; L.S.T.A., Université Paris VI, 4, Place Jussieu, 75252 Paris Cedex 05, France |
| Abstract: | The small ball problem for the integrated process of a real-valued Brownian motion is solved. In sharp contrast to more standard methods, our approach relies on the sample path properties of Brownian motion together with facts about local times and Lévy processes. |
| Keywords: | Small ball probability integrated Brownian motion |
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