The intersection local time of the Westwater process
type: Item
instance of: scholarly article
title: The intersection local time of the Westwater process
zbMATH Open document ID: 0739.60067
DOI: 10.1007/BF01192063
publication date: 1992-06-28T00:00:00Z
review text: Self-intersection properties of the Westwater process are investigated. As a result, we obtain that the Westwater process has an intersection local time \(\tilde \alpha(x,[0,s]\times[t,1])\) which is Hölder continuous with respect to \((x,s,t)\in R^ 3\times [0,1/2]\times [1/2,1]\), and the Hausdorff dimension of the double time set is \(1/2\), as for Brownian motion in \(R^ 3\).
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 31364
zbMATH Keywords: Self-intersection properties
zbMATH Keywords: Westwater process
zbMATH Keywords: Hausdorff dimension
zbMATH Keywords: Brownian motion
author: Xian Yin Zhou
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 31364