Intersection local time for points of infinite multiplicity
type: Item
instance of: scholarly article
title: Intersection local time for points of infinite multiplicity
zbMATH Open document ID: 0814.60078
author: Richard F. Bass
author: K. Burdzy
author: D. Khoshnevisan
published in: The Annals of Probability
publication date: 1995-06-18T00:00:00Z
review text: For each \(a \in (0,1/2)\), there exists a random measure \(\beta_ a\) which is supported on the set of points where two-dimensional Brownian motion spends a unit of local time. The measure \(\beta_ a\) is carried by a set which has Hausdorff dimension equal to \(2 - a\). A Palm measure interpretation of \(\beta_ a\) is given.
reviewed by: Rong Wu
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 681375
zbMATH Keywords: Brownian motion
zbMATH Keywords: local time
zbMATH Keywords: excursions
zbMATH Keywords: exit system
zbMATH Keywords: Palm measure
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176988722
OpenAlex ID: W2020532905
DOI: 10.1214/AOP/1176988722
description: scientific article; zbMATH DE number 681375