On the explosion of the local times along lines of Brownian sheet.
Let \(W = \{ W(s,t) : s,t \geq 0 \}\) denote the standard 2-parameter Brownian sheet. Introducing \(W_u(t) = W(u,t)\) one can think of \(W\) as a stream \(\{W_u : u \geq 0 \}\) of interacting Brownian motions. Let \(\{ L_t^a(W_u) : t \geq 0 \}\) denote the local time process of \(W_u\) at \(a\). The paper investigates the path properties of the process \(u \mapsto L^0_t(W_u)\) where \(t \geq 0\) is fixed, the so-called local times along lines of \(W\). The main result is a maximum inequality. As a consequence pointwise explosion of the local times along lines of \(W\) as \(u \rightarrow 0+\) and also a large-time decay result are proved. Two other applications of the maximal inequality are given. The first application provides a capacity estimate in Wiener space, and the second application is a uniform ratio ergodic theorem for Brownian motion in Wiener space. The paper concludes with a list of open problems for local times along lines.
- Limit laws for local times of the Brownian sheet
- Dissipation in parabolic SPDEs
- Recurrent lines in two-parameter isotropic stable Lévy sheets
- Level crossings of a two-parameter random walk
- scientific article; zbMATH DE number 4034782 (Why is no real title available?)
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