Jordan curves in the level sets of additive Brownian motion (Q2716148)
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scientific article; zbMATH DE number 1602204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jordan curves in the level sets of additive Brownian motion |
scientific article; zbMATH DE number 1602204 |
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Jordan curves in the level sets of additive Brownian motion (English)
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6 June 2001
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additive Brownian motion
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Brownian sheet
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level set
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Jordan curve
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Given two independent real-valued Brownian motions \((B_1(t_1), t_1\geq 0)\) and \((B_2(t_2), t_2\geq 0)\), one defines additive Brownian motion \((W(t_1,t_2), (t_1,t_2)\in \mathbb{R}^2_+)\) to be the two-parametric process \(W(t_1,t_2)= B_1(t_1)- B_2(t_2)\). This paper studies the topological properties of level sets of additive Brownian motion.
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