SMOOTHNESS OF THE CONVEX-HULL OF PLANAR BROWNIAN-MOTION

被引：23

作者：

CRANSTON, M

HSU, P

MARCH, P

机构：

[1] CARLETON UNIV,DEPT MATH,OTTAWA K1S 5B6,ONTARIO,CANADA

[2] UNIV ILLINOIS,DEPT MATH STAT & COMP SCI,CHICAGO,IL 60680

来源：

关键词：

D O I：

10.1214/aop/1176991500

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：144 / 150

页数：7

共 17 条

[1] BROWNIAN PATHS AND CONES [J].

BURDZY, K .

[2] BROWNIAN EXCURSIONS FROM HYPERPLANES AND SMOOTH SURFACES [J].

BURDZY, K .

[3]

BURDZY K, 1986, UNPUB SOME GEOMETRIC

[4]

ELBACHIR M, 1983, THESIS U P SABATIER

[5] ON THE HAUSDORFF DIMENSION OF BROWNIAN CONE POINTS [J].

EVANS, SN .

[6]

Ito K., 1965, DIFFUSION PROCESSES

[7] BROWNIAN-MOTION, CONES AND STABLE PROCESSES [J].

LEGALL, JF .

[8]

LEVY P, 1955, CIRC MAT PALERMO SER, V2, P337

[9]

Levy P., 1948, PROCESSUS STOCHASTIQ

[10]

Rockafellar R. T., 1970, CONVEX ANAL