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replaced http://mathoverflow.net/ with https://mathoverflow.net/

edited Apr 13, 2017 at 12:58

Can a Brownian motion be fast at its extrema?

After pondering this MO question > Location of maximum of Brownian motion with rough drift <, I wonder whether a Brownian motion can be fast (i.e. beats the law of the iterated logarithm) at its extrema? Is it necessarily fast?

pr.probability brownian-motion

asked Jan 29, 2015 at 13:42

P.Windridge