An integral test for the transience of a Brownian path with limited local time

Details An integral test for the transience of a Brownian path with limited local time An integral test for the transience of a Brownian path with limited local time

2008-06-03

arxiv.org/abs/0806.0597v4

Mathematics

Probability

3 figures. Some typos corrected.

Scientific paper

We study a one-dimensional Brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), consider the measures mu_t obtained by conditioning a Brownian path so that L_s< f(s), for all s

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