Double points and the Ornstein-Uhlenbeck process on Wiener space (Q1263877)
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English | Double points and the Ornstein-Uhlenbeck process on Wiener space |
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Double points and the Ornstein-Uhlenbeck process on Wiener space (English)
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1990
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The author uses Gaussian process techniques of \textit{J. Rosen} [Joint continuity of the local time for the N-parameter Wiener process in \(R^ d\). Preprint Univ. Massachusetts (1981)] and \textit{W. E. Pruitt} and \textit{S. Orey} [Ann. Probab., 1, 138-163 (1973; Zbl 0284.60036)] to gain information on the Ornstein Uhlenbeck process on the Wiener space. Results of \textit{T. J. Lyons} [Adv. Appl. Probab., Spec. Suppl. 1986, 87- 99 (1986; Zbl 0609.60087)] are recaptured, including the fact that the O- U process hits paths with double points in dimensions less than or equal to five but not higher. The Hausdorff dimension of the times at which the O-U process is at middle point paths is calculated.
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Gaussian process techniques
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Ornstein Uhlenbeck process
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Hausdorff dimension
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