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Occupation times of compact sets by planar brownian motion
| Content Provider | Semantic Scholar |
|---|---|
| Author | Chan, Terence |
| Copyright Year | 1994 |
| Abstract | Let K be a connected compact subset of 1R2. We consider the distribution of the occupation time (over the interval [0, t]) of K by a Brownian motion started at an arbitrary point in 1R2. We obtain an explicit formula for the distribution of the occupation time of a closed disc by a Brownian motion. Using this result, we then obtain some Tauberian asymptotic results for the general case. The main technique involves calculating the Ito excursion law for the BES (2) process. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.numdam.org/article/AIHPB_1994__30_2_317_0.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |