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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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