Sectorial local non-determinism and the geometry of the Brownian sheet

DOI10.1214/EJP.V11-353MaRDI QIDQ850429zbMATH OpenFDO

Authors Y. Xiao, D. Khoshnevisan, Dongsheng Wu

Publication date 3 November 2006

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/127308

Mathematics Subject Classification ID

Fractals (28A80) Gaussian processes (60G15) Sample path properties (60G17) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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Cited in

(23)

• Local times of multifractional Brownian sheets
• Uniform dimension results for Gaussian random fields
• Dimension results for space-anisotropic Gaussian random fields
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• Restricted Hausdorff content, Frostman's lemma and Choquet integrals
• Generalized Brownian sheet images and Bessel-Riesz capacity
• Dimensional properties of fractional Brownian motion
• Properties of strong local nondeterminism and local times of stable random fields
• Sample paths properties of the set-indexed fractional Brownian motion
• Slices of a Brownian sheet: new results and open problems
• A Relation between Hausdorff Dimension and a Condition on Time Sets for the Image by the Brownian Sheet to Possess Interior Points
• Critical Brownian sheet does not have double points
• Some sample path properties of multifractional Brownian motion
• Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
• Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces
• Hausdorff measure and uniform dimension for space-time anisotropic Gaussian random fields
• The zero set of fractional Brownian motion is a Salem set
• Hitting probabilities, thermal capacity, and Hausdorff dimension results for the Brownian sheet
• Strong solutions of fractional Brownian sheet-driven stochastic differential equations with integrable drift
• Zeros of the Brownian sheet
• Joint continuity of the local times of fractional Brownian sheets
• Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
• Geometric properties of fractional Brownian sheets

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