Abstract
Given a Brownian path β(t) on R, starting at 1, a.s. there is a singular time set Tβ, such that the first hitting time of β by an independent Brownian motion, starting at 0, is in Tβ with probability one. A couple of problems regarding hitting measure for random processes are presented.
| Original language | English |
|---|---|
| Article number | 25 |
| Number of pages | 5 |
| Journal | Electronic Communications in Probability |
| Volume | 23 |
| DOIs | |
| State | Published - 2018 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
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