Intersections of Brownian motions (Q1424726)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intersections of Brownian motions |
scientific article |
Statements
Intersections of Brownian motions (English)
0 references
17 March 2004
0 references
A survey of the theory of intersection of Brownian motions is given. The central result of this theory, as is known, is the classical theorem of Dvoretzky, Erdős and Kakutani, which says that ``two independent Brownian motions in \(d\)-dimensional space can intersect if and only if \(d \leq 3\)''. Among other things a new elementary proof of this theorem is presented as well.
0 references
Brownian motion
0 references
path intersection
0 references
additive Brownian motion
0 references
0 references
0 references
