scientific article; zbMATH DE number 1552205

MaRDI QIDQ4524433zbMATH OpenFDO

Authors Corinne Berzin-Joseph, José R. León

Publication date 2 September 2001

zbMATH Keywords

Brownian sheetincrements for the Brownian sheetlevel curveregularized process

Mathematics Subject Classification ID

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

Review text

It is studied the asymptotic behavior for the increments of the Brownian sheet \(\{W(t,s)\), \((t,s) \in [0,1]^2\}\). It is established that the almost sure convergence in the associated bidimensional Lebesgue space holds of the vertical \(\{W(t+\varepsilon,s)-W(t,s)\}\) and horizontal \(\{W(t,s+\varepsilon)-W(t,s)\}\) increments. Afterwards it is proved an almost sure convergence in law of \(L_{\varepsilon}(x)\), the length of the level curve of the regularized process (by the mean of a smooth density function, with bounded support) towards a modification to the Brownian sheet's local time. For the entire collection see [Zbl 0947.00031].

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Cited in

(2)

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