Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion) (Q1090007)
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scientific article; zbMATH DE number 4007395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion) |
scientific article; zbMATH DE number 4007395 |
Statements
Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion) (English)
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1986
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The Wiener sausage is obtained by swelling the Brownian path, by expanding each point of the path to a ball of radius \(\epsilon\). This paper uses arguments about intersections and self-intersections of the Wiener sausage to establish results concerning the local time and Hausdorff measure of intersections and multiple points of the Brownian path. In particular, a conjecture of Taylor concerning the Hausdorff measure is established. A basic tool in establishing the required facts for the Wiener sausage is a set of asymptotics for Brownian hitting times. These are established using William's time-reversal representation of a diffusion.
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intersections and self-intersections of the Wiener sausage
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Hausdorff measure
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William's time-reversal representation
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