The exact packing measure of Brownian double points

DOI10.1007/S00440-007-0122-XzbMATH Open1160.60025OpenAlexW1968314510MaRDI QIDQ957724FDOQ957724

Peter Mörters, Narn-Rueih Shieh

Publication date: 1 December 2008

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-007-0122-x

zbMATH Keywords

Brownian motionWiener sausageintersection local timeself-intersectionspacking measureintersection exponentlower tail asymptoticspacking gauge

Mathematics Subject Classification ID

Brownian motion (60J65) Hausdorff and packing measures (28A78) Sample path properties (60G17) Local time and additive functionals (60J55)

Cites Work

• Hausdorff dimension of cut points for Brownian motion
• Values of Brownian intersection exponents. I: Half-plane exponents
• A note on the Borel-Cantelli lemma
• Values of Brownian intersection exponents. III: Two-sided exponents
• Values of Brownian intersection exponents. II: Plane exponents
• The measure theory of random fractals
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Packing Measure, and its Evaluation for a Brownian Path
• Title not available (Why is that?)
• The multifractal spectrum of Brownian intersection local times
• Brownian intersection local times: Upper tail asymptotics and thick points
• The dimension of the frontier of planar Brownian motion
• Title not available (Why is that?)
• Small value probabilities via the branching tree heuristic
• Small scale limit theorems for the intersection local times of Brownian motion
• Exact packing dimension in random recursive constructions
• Title not available (Why is that?)

Cited In (5)

• Small value probabilities via the branching tree heuristic
• Multiple intersection exponents for planar Brownian motion
• The Hausdorff dimension of the double points on the Brownian frontier
• Packing Measure, and its Evaluation for a Brownian Path
• On packing measures and a theorem of Besicovitch

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