scientific article; zbMATH DE number 797353

MaRDI QIDQ4848513zbMATH OpenFDO

Authors P. Imkeller, Ferenc Weisz

Publication date 26 November 1995

zbMATH Keywords

Brownian sheetDirichlet structure on Wiener spacerandom setrate of explosionself-intersection local time

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Recommendations

• Critical dimensions for the existence of self-intersection local times of the N-parameter Brownian motion in R^d
• On the self-intersection local time of Brownian motion -- via chaos expansion
• Critical Brownian sheet does not have double points
• Double points of the Brownian sheet in R^d and the geometry.of the parameter space
• Intersection local times as generalized white noise functionals

Cited in

(7)

• Critical dimensions for the existence of self-intersection local times of the N-parameter Brownian motion in R^d
• Smoothness of local times and self-intersection local times of Gaussian random fields
• Double points of the Brownian sheet in R^d and the geometry.of the parameter space
• Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields
• Hausdorff measures of image set and graph set of spherical Gaussian random fields
• On the existence of self-intersections for quasi-every Brownian path in space
• The exact packing measure of Brownian double points

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