The intersection local time of the Westwater process (Q1182500)
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: The intersection local time of the Westwater process |
scientific article; zbMATH DE number 31364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The intersection local time of the Westwater process |
scientific article; zbMATH DE number 31364 |
Statements
The intersection local time of the Westwater process (English)
0 references
28 June 1992
0 references
Self-intersection properties of the Westwater process are investigated. As a result, we obtain that the Westwater process has an intersection local time \(\tilde \alpha(x,[0,s]\times[t,1])\) which is Hölder continuous with respect to \((x,s,t)\in R^ 3\times [0,1/2]\times [1/2,1]\), and the Hausdorff dimension of the double time set is \(1/2\), as for Brownian motion in \(R^ 3\).
0 references
Self-intersection properties
0 references
Westwater process
0 references
Hausdorff dimension
0 references
Brownian motion
0 references
0 references
