Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion) (Q1090007)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion) |
scientific article |
Statements
Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion) (English)
0 references
1986
0 references
The Wiener sausage is obtained by swelling the Brownian path, by expanding each point of the path to a ball of radius \(\epsilon\). This paper uses arguments about intersections and self-intersections of the Wiener sausage to establish results concerning the local time and Hausdorff measure of intersections and multiple points of the Brownian path. In particular, a conjecture of Taylor concerning the Hausdorff measure is established. A basic tool in establishing the required facts for the Wiener sausage is a set of asymptotics for Brownian hitting times. These are established using William's time-reversal representation of a diffusion.
0 references
intersections and self-intersections of the Wiener sausage
0 references
Hausdorff measure
0 references
William's time-reversal representation
0 references