The supremum of Brownian local times on Hölder curves (Q5954101)
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scientific article; zbMATH DE number 1698536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The supremum of Brownian local times on Hölder curves |
scientific article; zbMATH DE number 1698536 |
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The supremum of Brownian local times on Hölder curves (English)
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21 October 2002
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One denotes by \(S_{\alpha}\) the closed unit ball of the space of \(\alpha\)-Hölder functions. Moreover we denote by \(L_{t}^{f}\) the local time of space-time Brownian motion on the curve \(f:[0,1]\rightarrow\mathbb R\). The authors prove that the supremum of \(L_{1}^{f}\) over \(f\in S_{\alpha}\) is finite if \(\alpha>1/2\) and infinite if \(\alpha<1/2\).
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local time of space-time Brownian motion
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Hölder norms
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