Sojourn Times and the Exact Hausdorff Measure of the Sample Path for Planar Brownian Motion
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Publication:5730538
DOI10.2307/1993753zbMath0119.14602MaRDI QIDQ5730538
Publication date: 1963
Full work available at URL: https://doi.org/10.2307/1993753
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Sample path properties of processes with stable components, Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk, Super-Brownian motion: Path properties and hitting probabilities, The law of the iterated logarithm for the Gaussian free field, The fractal structures of the exceptional sets of Lévy processes, Average densities of the image and zero set of stable processes, The average density of the path of planar Brownian motion, Hausdorff-type measures of the sample paths of fractional Brownian motion, Brownian intersection local times: Upper tail asymptotics and thick points, Sojourns and future infima of planar Brownian motion, Hausdorff-type measures of the sample path of Gaussian random fields, The measure theory of random fractals, Sample function properties of multi-parameter stable processes
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
