Points of increase of the Brownian sheet (Q1355713): Difference between revisions

A classical result of Dvoretsky, Erdös and Kakutani asserts that with probability one, sample paths of a Brownian motion have no points of increase. The present paper shows that a similar result for the Brownian sheet is false. Let \((W(t)\), \(t\in R^2_+)\) be a standard Brownian sheet defined on a probability space \((\Omega, {\mathcal F},P)\). The authors prove the following fact: for every \(q\in R\) there exists a continuous non-decreasing (with respect to the usual partial order in \(R^2_+)\) random function \(\gamma: [-1,1] \times \Omega \to [1,2]^2\) such that with positive probability, \(W(\gamma(u)) <q\) if \(u<0\), and \(W (\gamma (u))>q\) if \(u>0\). In particular, the point \(\gamma(0)\) is a point of increase of the sheet along the curve \((\gamma (u),\;-1\leq u\leq 1)\). On the contrary, no continuous monotone curve exists along which \(u\mapsto W(\gamma (u))\) is increasing. The question of whether there exist straight lines along which \(W\) has a point of increase remains open.