Multiple points of the Brownian sheet in critical dimensions

DOI10.1214/14-AOP912zbMath1386.60181arXiv1303.0403OpenAlexW2952273269MaRDI QIDQ2354145

Robert C. Dalang, Carl E. Mueller

Publication date: 10 July 2015

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

Full work available at URL: https://arxiv.org/abs/1303.0403

zbMATH Keywords

Brownian sheetGirsanov's theoremmultiple points

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Sample path properties (60G17)

Related Items (5)

Unnamed Item ⋮ Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients ⋮ Multiple points of Gaussian random fields ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients ⋮ Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet

Cites Work

• Critical Brownian sheet does not have double points
• Propagation of singularities in the Brownian sheet
• Brownian sheet and capacity
• Sample functions of the \(N\)-parameter Wiener process
• Contours of Brownian processes with several-dimensional times
• Multiparameter Processes
• Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
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