A critical case for Brownian slow points |
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| Authors: | Richard F Bass Krzysztof Burdzy |
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| Institution: | (1) Department of Mathematics, University of Washington, 98195 Seattle, WA, USA |
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| Abstract: | Summary LetX
t be a Brownian motion and letS(c) be the set of realsr 0 such that üX
r+t
–X
r
ü c t, 0th, for someh=h(r)>0. It is known thatS(c) is empty ifc<1 and nonempty ifc>1, a.s. In this paper we prove thatS(1) is empty a.s.This research was partially supported by NSF Grant 9322689. |
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| Keywords: | 60G17 60J65 |
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