Quasi-everywhere properties of Brownian level sets and multiple points

DOI10.1016/0304-4149(90)90040-YzbMath0707.60069OpenAlexW2084216741MaRDI QIDQ919720

Mathew D. Penrose

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(90)90040-y

zbMATH Keywords

Brownian sheetOrnstein-Uhlenbeck processlocal timeplanar Brownian motionHausdorff- dimension

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (2)

Exceptional times and invariance for dynamical random walks ⋮ Brownian sheet and capacity

Cites Work

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• Sample functions of the \(N\)-parameter Wiener process
• The exact Hausdorff measure of the level sets of Brownian motion
• Sample function properties of multi-parameter stable processes
• Multiple points for symmetric Lévy processes
• Multiple points for the sample paths of the symmetric stable process
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Some Sample Function Properties of the Two-parameter Gaussian Process

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