The supremum of Brownian local times on Hölder curves (Q5954101)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The supremum of Brownian local times on Hölder curves |
scientific article; zbMATH DE number 1698536
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The supremum of Brownian local times on Hölder curves |
scientific article; zbMATH DE number 1698536 |
Statements
The supremum of Brownian local times on Hölder curves (English)
0 references
21 October 2002
0 references
One denotes by \(S_{\alpha}\) the closed unit ball of the space of \(\alpha\)-Hölder functions. Moreover we denote by \(L_{t}^{f}\) the local time of space-time Brownian motion on the curve \(f:[0,1]\rightarrow\mathbb R\). The authors prove that the supremum of \(L_{1}^{f}\) over \(f\in S_{\alpha}\) is finite if \(\alpha>1/2\) and infinite if \(\alpha<1/2\).
0 references
local time of space-time Brownian motion
0 references
Hölder norms
0 references
