A note on local asymptotic behaviour for Brownian motion in Banach spaces
In this paper we obtain an integral characterization of a two-sided upper function for Brownian motion in a real separable Banach space. This characterization generalizes that of Jain and Taylor [2] where B=ℝn. The integral test obtained involves the index of a mean zero Gaussian measure on the Bana...
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Main Author: | Mou-Hsiung Chang |
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Format: | Article |
Language: | English |
Published: |
Wiley
1979-01-01
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Series: | International Journal of Mathematics and Mathematical Sciences |
Subjects: | |
Online Access: | http://dx.doi.org/10.1155/S0161171279000491 |
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