The spans in Brownian motion

DOI10.1214/16-AIHP749zbMath1395.60100arXiv1506.02021OpenAlexW1564201873MaRDI QIDQ2403214

Wenpin Tang, Steven N. Evans, Jim W. Pitman

Publication date: 15 September 2017

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.02021

zbMATH Keywords

energy methodHausdorff dimensionlocal timeself-intersectionself-similarrandom setmultiple pointBrownian span setfractal projection

Mathematics Subject Classification ID

Brownian motion (60J65) Hausdorff and packing measures (28A78)

Related Items (1)

Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

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