On the Brownian Curve and its Circumscribing Sphere
Omer Adelman
Universite P. et M. Curie, Paris, France
Abstract
The number of points the image of [0, t] under a planar Brownian motion has in common with its circumscribing circle does not have a zero-one law: it can be either two or three, both with a strictly positive probability. (This contradicts an assertion made by Paul Levy.)
Cite this article
Omer Adelman, On the Brownian Curve and its Circumscribing Sphere. Publ. Res. Inst. Math. Sci. 23 (1987), no. 2, pp. 251–264
DOI 10.2977/PRIMS/1195176539