Brownian sheet and capacity (Q1568281): Difference between revisions
From MaRDI portal
Revision as of 15:47, 29 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian sheet and capacity |
scientific article |
Statements
Brownian sheet and capacity (English)
0 references
4 June 2001
0 references
The paper deals with the Brownian sheet, a temporally inhomogeneous, multiparameter, centered continuous Gaussian process. One of the goals of the paper is to provide an elementary proof of a result of \textit{S. Song} [Séminaire de probabilités XXVII. Lect. Notes Math. 1557, 276-301 (1993; Zbl 0786.60105)] giving an explicit capacity estimate for the hitting probabilities of the Brownian sheet. As applications, the escape rates of the Brownian sheet are determined; a local intersection equivalence between the Brownian sheet and the additive Brownian motion is proved; and results concerning quasi-sure properties in Wiener space are proved.
0 references
capacity
0 references
hitting probability
0 references
escape rate
0 references
local intersection equivalence
0 references
Brownian sheet
0 references
additive Brownian motion
0 references
0 references
