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On the range of Brownian motion and its inverse process. (English) Zbl 0579.60084
This paper investigates various relationships between Brownian motion, its range process \((M_ t-m_ t)\) and the three dimensional Bessel process. The respective first passage time processes are compared via their Poisson measures. For \(\theta\) the first hitting time of some level by the range process, the Brownian path prior to \(\theta\) is considered, and a path decomposition result is obtained.
Reviewer: J.Mitro

MSC:
60J65 Brownian motion
60J60 Diffusion processes
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