Nondifferentiability of curves on the Brownian sheet

DOI10.1214/AOP/1042644712MaRDI QIDQ1922072zbMATH OpenOpenAlexFDO

Authors Robert C. Dalang, Thomas Mountford

Publication date 22 April 1997

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1042644712

zbMATH Keywords

Brownian sheetlevel setsnondifferentiability

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

Review text

The geometry of the level sets of the Brownian sheet \(W(t,s)\), \((t,s)\in R^2\), on the nonnegative quadrant is investigated. In particular, the event ``there exists a continuous injective function \(\gamma\) from \([0,1]\) to \((0,\infty)^2\) and \(x\in(0,1)\) such that \(\gamma\) has a nonzero gradient at \(x\) and \(W(\gamma)\) is differentiable at \(x\) has probability \(0\).

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Cites work

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• scientific article; zbMATH DE number 410740 (Why is no real title available?)
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Cited in

(11)

• Geography of the level sets of the Brownian sheet
• Level sets of additive Lévy processes
• Eccentric behaviors of the Brownian sheet along lines
• Level crossings of a two-parameter random walk
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• Local time of additive Levy process
• scientific article; zbMATH DE number 1552205 (Why is no real title available?)
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• Non-independence of excursions of the Brownian sheet and of additive Brownian motion
• Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
• Corner percolation on \(\mathbb Z^{2}\) and the square root of 17

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