Intersection local time for points of infinite multiplicity (Q1336557)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intersection local time for points of infinite multiplicity |
scientific article |
Statements
Intersection local time for points of infinite multiplicity (English)
0 references
18 June 1995
0 references
For each \(a \in (0,1/2)\), there exists a random measure \(\beta_ a\) which is supported on the set of points where two-dimensional Brownian motion spends a unit of local time. The measure \(\beta_ a\) is carried by a set which has Hausdorff dimension equal to \(2 - a\). A Palm measure interpretation of \(\beta_ a\) is given.
0 references
Brownian motion
0 references
local time
0 references
excursions
0 references
exit system
0 references
Palm measure
0 references
