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arXiv · 1207.2653

Local maxima of two dependent Brownian Motions never coincide

E. A. Cator
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Abstract

We consider two dependent Brownian motions with (possibly) different drift, and apply a result by le Gall on cone points of two dimensional Brownian motion to show that with probability one, there will not be a time that is a local maximum for both processes.

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E. A. Cator. 2012-07-11. Local maxima of two dependent Brownian Motions never coincide. https://arxiv.org/abs/1207.2653

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