The multifractal spectrum of Brownian intersection local times

DOI10.1214/009117905000000116zbMath1080.60078arXivmath/0507437OpenAlexW1992707022MaRDI QIDQ2569219

Achim Klenke, Peter Mörters

Publication date: 18 October 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0507437

zbMATH Keywords

Brownian motionintersection of Brownian paths

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (9)

Multiple intersection exponents for planar Brownian motion ⋮ Moderate and small deviations for the ranges of one-dimensional random walks ⋮ Multifractal analysis of superprocesses with stable branching in dimension one ⋮ Hölder index at a given point for density states of super-\(\alpha \)-stable motion of index \(1+\beta \) ⋮ Hausdorff dimension of the contours of symmetric additive Lévy processes ⋮ Simultaneous Multifractal Analysis of the Branching and Visibility Measure on a Galton-Watson Tree ⋮ The exact packing measure of Brownian double points ⋮ The Hausdorff dimension of the double points on the Brownian frontier ⋮ Small value probabilities via the branching tree heuristic

Cites Work

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• Fractal measures and their singularities: The characterization of strange sets
• Stochastic Calculus
• The dimension of the planar Brownian frontier is \(4/3\)
• Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk
• Values of Brownian intersection exponents. I: Half-plane exponents
• Values of Brownian intersection exponents. II: Plane exponents
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