Sojourn Times and the Exact Hausdorff Measure of the Sample Path for Planar Brownian Motion
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Publication:5730538
DOI10.2307/1993753zbMath0119.14602OpenAlexW4248292093MaRDI QIDQ5730538
Publication date: 1963
Full work available at URL: https://doi.org/10.2307/1993753
Related Items (18)
Brownian intersection local times: Upper tail asymptotics and thick points ⋮ Sample path properties of processes with stable components ⋮ Average densities of the image and zero set of stable processes ⋮ Sojourns and future infima of planar Brownian motion ⋮ Sojourn time dimensions of fractional Brownian motion ⋮ The measure theory of random fractals ⋮ A simple proof of the DPRZ theorem for 2d cover times ⋮ Generalized dimensions of images of measures under Gaussian processes ⋮ On sojourn of Brownian motion inside moving boundaries ⋮ The law of the iterated logarithm for the Gaussian free field ⋮ Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk ⋮ Super-Brownian motion: Path properties and hitting probabilities ⋮ Hausdorff-type measures of the sample path of Gaussian random fields ⋮ The average density of the path of planar Brownian motion ⋮ Hausdorff-type measures of the sample paths of fractional Brownian motion ⋮ Sample function properties of multi-parameter stable processes ⋮ The fractal structures of the exceptional sets of Lévy processes ⋮ Points of infinite multiplicity of planar Brownian motion: measures and local times
Cites Work
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- A property of Brownian motion paths
- Some Theorems Concerning Brownian Motion
- On the Random Walk and Brownian Motion
- Functions continuous and singular with respect to a Hausdorff measure
- First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
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