A Note on Local Asymptotic Behavior for Brownian Motion in Banach Spaces

نویسنده

  • M. CHANG
چکیده

In this paper we obtain an integral characterization of a two-slded upper function for Brownian motion in a real separable Banach space. This characterization generalizes that of Jaln and Taylor [2] where B n. The integral test obtained involves the index of a mean zero Gaussian measure on the Banach space, which is due to Kuelbs [3] The special case that when B is itself a real separable Hilbert space is also illustrated.

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تاریخ انتشار 2004