Acta mathematica scientia,Series A ›› 2010, Vol. 30 ›› Issue (5): 1242-1247.

• Articles • Previous Articles     Next Articles

Some Topics in the Mathematical Theory of Brownian Motion

 WANG Zi-Kun   

  1. College of Mathematics, Beijing Normal University, Beijing 100875
  • Received:2010-04-22 Online:2010-10-25 Published:2010-10-25

Abstract:

The paper is a survey of some new results for Brownian Motion (Br.M.), including the joint distributions of first hitting, last exit, maximum excursion; the behavior of approach to infinity; and some properties of multiparameter infinite dimensional Br.M..

Key words: First hitting, Last exit, Muximum excursion, Multiparameter

CLC Number: 

  • 60J65
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