Quasi-everywhere properties of Brownian level sets and multiple points

DOI10.1016/0304-4149(90)90040-YMaRDI QIDQ919720zbMATH OpenOpenAlexFDO

Authors Mathew D. Penrose

Publication date 1990

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(90)90040-y

zbMATH Keywords

Brownian sheetHausdorff- dimensionlocal timeOrnstein-Uhlenbeck processplanar Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Local time and additive functionals (60J55) Brownian motion (60J65)

Review text

A property of Brownian paths is said to hold quasi-everywhere if an (infinite-dimensional) Ornstein-Uhlenbeck process in the Wiener-space hits - with probability 1 - the set of paths with this property. It is shown here ``that quasi-every Brownian path (...) has level sets of Hausdorff-dimension 1/2, for all levels, and quasi-every planar Brownian motion has a set of r-multiple points of dimension 2 for arbitrary finite r.

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Cites work

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Cited in

(9)

• Effective dimension of points visited by Brownian motion
• Brownian sheet and capacity
• scientific article; zbMATH DE number 3986340 (Why is no real title available?)
• scientific article; zbMATH DE number 1203597 (Why is no real title available?)
• scientific article; zbMATH DE number 1150177 (Why is no real title available?)
• scientific article; zbMATH DE number 806306 (Why is no real title available?)
• On the existence of self-intersections for quasi-every Brownian path in space
• The Hausdorff dimension of quasi-all Brownian paths
• Exceptional times and invariance for dynamical random walks

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