Intersection local time for points of infinite multiplicity (Q1336557)
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scientific article; zbMATH DE number 681375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intersection local time for points of infinite multiplicity |
scientific article; zbMATH DE number 681375 |
Statements
Intersection local time for points of infinite multiplicity (English)
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18 June 1995
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For each \(a \in (0,1/2)\), there exists a random measure \(\beta_ a\) which is supported on the set of points where two-dimensional Brownian motion spends a unit of local time. The measure \(\beta_ a\) is carried by a set which has Hausdorff dimension equal to \(2 - a\). A Palm measure interpretation of \(\beta_ a\) is given.
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Brownian motion
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local time
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excursions
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exit system
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Palm measure
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