The intersection local time of the Westwater process (Q1182500)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The intersection local time of the Westwater process |
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The intersection local time of the Westwater process (English)
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28 June 1992
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Self-intersection properties of the Westwater process are investigated. As a result, we obtain that the Westwater process has an intersection local time \(\tilde \alpha(x,[0,s]\times[t,1])\) which is Hölder continuous with respect to \((x,s,t)\in R^ 3\times [0,1/2]\times [1/2,1]\), and the Hausdorff dimension of the double time set is \(1/2\), as for Brownian motion in \(R^ 3\).
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Self-intersection properties
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Westwater process
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Hausdorff dimension
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Brownian motion
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