A representation of local time for Lipschitz surfaces (Q1118912)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A representation of local time for Lipschitz surfaces |
scientific article; zbMATH DE number 4096530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A representation of local time for Lipschitz surfaces |
scientific article; zbMATH DE number 4096530 |
Statements
A representation of local time for Lipschitz surfaces (English)
0 references
1990
0 references
Suppose that \(D\subset {\mathbb{R}}^ n\), \(n\geq 2\), is a Lipschitz domain and let \(N_ t(r)\) be the number of excursions of Brownian motion inside D with diameter greater than r which started before time t. Then \(rN_ t(r)\) converges as \(r\to 0\) to a constant multiple of local time on \(\partial D\), a.s. and in \(L^ p\) for all \(p<\infty\). The limit need not exist or may be trivial (0 or \(\infty)\) in Hölder domains, non- tangentially accessible domains and domains whose boundaries have finite surface area.
0 references
number of excursions of Brownian motion
0 references
local time
0 references
Hölder domains
0 references
0 references
0 references