Quasi-everywhere properties of Brownian level sets and multiple points (Q919720): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-everywhere properties of Brownian level sets and multiple points |
scientific article |
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Quasi-everywhere properties of Brownian level sets and multiple points (English)
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1990
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A property of Brownian paths is said to hold quasi-everywhere if an (infinite-dimensional) Ornstein-Uhlenbeck process in the Wiener-space hits - with probability 1 - the set of paths with this property. It is shown here ``that quasi-every Brownian path (...) has level sets of Hausdorff-dimension 1/2, for all levels, and quasi-every planar Brownian motion has a set of r-multiple points of dimension 2 for arbitrary finite r''.
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Brownian sheet
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local time
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Ornstein-Uhlenbeck process
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Hausdorff- dimension
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planar Brownian motion
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