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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Bibliographic Details
Main Author: Mou-Hsiung Chang
Format: Article
Language:English
Published: Hindawi Limited 1979-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S0161171279000491