Intersections of Brownian motions

DOI10.1016/S0723-0869(03)80013-0zbMath1041.60063MaRDI QIDQ1424726

Davar Khoshnevisan

Publication date: 17 March 2004

Published in: Expositiones Mathematicae (Search for Journal in Brave)

zbMATH Keywords

Brownian motionadditive Brownian motionpath intersection

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65)

Related Items (16)

Harmonic analysis of additive Lévy processes ⋮ Hitting probabilities of a class of Gaussian random fields ⋮ Hitting properties of parabolic s.p.d.e.'s with reflection. ⋮ Hitting probabilities and intersections of time-space anisotropic random fields ⋮ On intersections of independent anisotropic Gaussian random fields ⋮ Capacity of the range of random walk on \(\mathbb{Z}^{4}\) ⋮ Multiple intersections of space-time anisotropic Gaussian fields ⋮ On intersections of independent space-time anisotropic Gaussian fields ⋮ Local times of self-intersection ⋮ Strong law of large numbers for the capacity of the Wiener sausage in dimension four ⋮ On the double points of operator stable Lévy processes ⋮ Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks ⋮ Space-time duality for semi-fractional diffusions ⋮ Multiple points of operator semistable Lévy processes ⋮ The multifractal spectrum of Brownian intersection local times ⋮ Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion

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