The exact Hausdorff measure of the level sets of Brownian motion

DOI10.1007/BF00542642MaRDI QIDQ3908280zbMATH OpenOpenAlexFDO

Authors Edwin Perkins

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00542642

zbMATH Keywords

local timeHausdorff measure of the level sets

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites work

• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• A global intrinsic characterization of Brownian local time
• An Intrinsic Description of Local Time
• An iterated logarithm law for local time
• Distribution function inequalities for martingales
• How Often on a Brownian Path Does the Law of Iterated Logarithm Fail?
• L�vy's downcrossing theorem
• Random Walks and A Sojourn Density Process of Brownian Motion
• The exact hausdorff measure of the zero set of a stable process

Cited in

(20)

• Marking \((1, 2)\) points of the Brownian web and applications
• On sojourn of Brownian motion inside moving boundaries
• The most visited point of a closed set by Brownian motion
• On the increments of the local time of a Wiener sheet
• Eccentric behaviors of the Brownian sheet along lines
• On the properties for increments of a local time -- a look through the set of limit points
• On strong invariance for local time of partial sums
• scientific article; zbMATH DE number 3816740 (Why is no real title available?)
• The exact Hausdorff measure function of the level sets of multi-parameter symmetric stable process
• A uniform result for the dimension of fractional Brownian motion level sets
• The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
• Quasi-everywhere properties of Brownian level sets and multiple points
• On the Fourier analytic structure of the Brownian graph
• Limit laws for local times of the Brownian sheet
• The measure theory of random fractals
• The exact Hausdorff measure of the zero set of fractional Brownian motion
• The local time of iterated Brownian motion
• Hausdorff measure of the level sets of multi-parameter wiener processes in one dimension
• On moduli of continuity for local times of Gaussian processes
• Some fractal properties of a class of self-similar Markov processes

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