Contours of Brownian processes with several-dimensional times
From MaRDI portal
Publication:3868547
DOI10.1007/BF00538891zbMath0431.60056MaRDI QIDQ3868547
Publication date: 1980
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Brownian sheetrandom fieldslevel setscontoursCameron-Martin formula0-1 lawsmultitime processeswhite noise representations
Related Items (24)
Level sets of additive Lévy processes ⋮ Geography of the level sets of the Brownian sheet ⋮ Boundary crossings and the distribution function of the maximum of Brownian sheet. ⋮ Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium ⋮ Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks ⋮ Large deviations and laws of the iterated logarithm for the local times of additive stable processes ⋮ Nondifferentiability of curves on the Brownian sheet ⋮ Characterization of efficient solutions for a class of PDE-constrained vector control problems ⋮ The measure theory of random fractals ⋮ Brownian Sheet Indexed by ℝN$$\mathbb R^N$$: Local Time and Bubbles ⋮ Jordan curves in the level sets of additive Brownian motion ⋮ Higher-order Hamilton dynamics and Hamilton-Jacobi divergence PDE ⋮ Constrained variational problems governed by second-order Lagrangians ⋮ Packing dimension of images of additive Lévy processes ⋮ Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities ⋮ Corner percolation on \(\mathbb Z^{2}\) and the square root of 17 ⋮ Level crossings of a two-parameter random walk ⋮ Self-intersection local times of additive processes: large deviation and law of the iterated logarithm ⋮ Large deviations for Riesz potentials of additive processes ⋮ Brownian sheet and capacity ⋮ Local times of additive Lévy processes. ⋮ Local time of additive Levy process ⋮ Multiple points of the Brownian sheet in critical dimensions ⋮ Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
Cites Work
- Unnamed Item
- Unnamed Item
- The uniform dimension of the level sets of a Brownian sheet
- Local sample path properties of Gaussian fields
- Sample functions of the \(N\)-parameter Wiener process
- Local Maxima of the Sample Functions of the Two-Parameter Wiener Process
- A Multi-Parameter Gaussian Process
- On Some Problems Concerning Brownian Motion in Lévy’s Sense
- Brownian Motion with a Several-Dimensional Time
This page was built for publication: Contours of Brownian processes with several-dimensional times
