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BROWNIAN MOTION ON THE LINE(Ⅱ)
被引：0
作者：
K.L.Chung
机构：
[1] Stanford University
[2] U. S. A.
来源：
关键词：
数学研究;
exp;
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摘要：
§4.Drift The methods above can be used to obtain analogous results for a Brownian motion with a constant drift,namely for the process: where X(t) is the standard Brownian motion and c is a nonzero constant.We may suppose c>0 for definiteness. The strong law of large numbers implies that almost surely The argument in §1 is still valid to show that exit from any given interval(a,b)is almost sure,but the analogue to Proposition 1 must be false.The reader should
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页码：87 / 98
页数：12
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