Brownian sheet and capacity (Q1568281)
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English | Brownian sheet and capacity |
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Brownian sheet and capacity (English)
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4 June 2001
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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.
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capacity
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hitting probability
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escape rate
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local intersection equivalence
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Brownian sheet
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additive Brownian motion
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