Intersections of Brownian motions (Q1424726)
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scientific article; zbMATH DE number 2059468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intersections of Brownian motions |
scientific article; zbMATH DE number 2059468 |
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Intersections of Brownian motions (English)
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17 March 2004
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A survey of the theory of intersection of Brownian motions is given. The central result of this theory, as is known, is the classical theorem of Dvoretzky, Erdős and Kakutani, which says that ``two independent Brownian motions in \(d\)-dimensional space can intersect if and only if \(d \leq 3\)''. Among other things a new elementary proof of this theorem is presented as well.
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Brownian motion
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path intersection
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additive Brownian motion
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