The exact packing measure of Brownian double points

DOI10.1007/s00440-007-0122-xzbMath1160.60025MaRDI QIDQ957724

Peter Mörters, Narn-Rueih Shieh

Publication date: 1 December 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-007-0122-x

zbMATH Keywords

Brownian motion; intersection local time; Wiener sausage; intersection exponent; packing measure; self-intersections; lower tail asymptotics; packing gauge

Mathematics Subject Classification ID

60J65: Brownian motion

60G17: Sample path properties

60J55: Local time and additive functionals

28A78: Hausdorff and packing measures

Related Items

Multiple intersection exponents for planar Brownian motion, The Hausdorff dimension of the double points on the Brownian frontier, Small value probabilities via the branching tree heuristic, On packing measures and a theorem of Besicovitch

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