Hu, Yueyun; Shi, Zhan - In: Stochastic Processes and their Applications 73 (1998) 1, pp. 87-99
We present an accurate description for the location of maximum of d-dimensional Brownian motion. In case d = 1, this is a well-known theorem of Csáki et al. (1987a). We also deduce, as application, a version of the iterated logarithm law for the favourite site of transient Brownian motion.