The supremum of Brownian local times on Hölder curves
type: Item
instance of: scholarly article
title: The supremum of Brownian local times on Hölder curves
zbMATH Open document ID: 0995.60076
DOI: 10.1016/S0246-0203(00)01072-4
author: Richard F. Bass
author: K. Burdzy
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2002-10-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/math/0002012
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77733
review text: One denotes by \(S_{\alpha}\) the closed unit ball of the space of \(\alpha\)-Hölder functions. Moreover we denote by \(L_{t}^{f}\) the local time of space-time Brownian motion on the curve \(f:[0,1]\rightarrow\mathbb R\). The authors prove that the supremum of \(L_{1}^{f}\) over \(f\in S_{\alpha}\) is finite if \(\alpha>1/2\) and infinite if \(\alpha<1/2\).
reviewed by: Mihai Gradinaru
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 1698536
zbMATH Keywords: local time of space-time Brownian motion
zbMATH Keywords: Hölder norms
MaRDI profile type: MaRDI publication profile
arXiv ID: math/0002012
OpenAlex ID: W3102837951
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description: scientific article; zbMATH DE number 1698536