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Intersection local time for points of infinite multiplicity
(Institute of Mathematical Statistics, 1994-04)
For each a [is an element of the set] (0, 1/2), there exists a random measure [beta] [subscript] a which is supported on the set of points where two-dimensional Brownian motion spends a units of local time. The measure [beta] [subscript] a is carried by a set which has Hausdorff dimension equal to 2−a. A Palm measure ...
The boundary Harnack principle for non-divergence form elliptic operators
(Cambridge University Press, 1994)
If L is a uniformly elliptic operator in non–divergence form, the boundary Harnack principle for the ratio of positive L–harmonic functions holds in Hölder domains of order [alpha] if [alpha] > 1/2. A counterexample shows that 1/2 is sharp. For Hölder domains of order [alpha] with [alpha is an element of the set] (0, 1], the ...