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    The level sets of iterated Brownian motion 

    Burdzy, Krzysztof; Khoshnevisan, Davar (Springer-Verlag, 1995)
    We show that the Hausdorff dimension of every level set of iterated Brownian motion is equal to 3/4.
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    An asymptotically 4-stable process 

    Burdzy, Krzysztof; Madrecki, Andrzej (CRC Press, 1995)
    An asymptotically 4-stable process is constructed. The model identifies the 4-stable process with a sequence of processes converging in a very weak sense. It is proved that the 4-th variation of the process is a linear function of time and its quadratic variation may be identified with a Brownian motion.
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    A Skorobod-type lemma and a decomposition of reflected Brownian motion 

    Burdzy, Krzysztof; Toby, Ellen H. (Institute of Mathematical Statistics, 1995-04)
    We consider two-dimensional reflected Brownian motions in sharp thorns pointed downward with horizontal vectors of reflection. We present a decomposition of the process into a Brownian motion and a process which has bounded variation away from the tip of the thorn. The construction is based on a new Skorohod-type lemma.
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    Conditioned Brownian motion in planar domains 

    Burdzy, Krzysztof; Bass, Richard F. (Springer-Verlag GmbH, 1995-04)
    We give an upper bound for the Green functions of conditioned Brownian motion in planar domains. A corollary is the conditional gauge theorem in bounded planar domains.
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    Labyrinth dimension of Brownian trace 

    Burdzy, Krzysztof (Institute of Mathematics, 1995)
    Suppose that X is a two-dimensional Brownian motion. The trace X[0, 1] contains a self-avoiding continuous path whose Hausdorff dimension is equal to 2.
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    Iterated law of iterated logarithm 

    Burdzy, Krzysztof; San Martin, Jaime (Institute of Mathematical Statistics, 1995-10)
    Suppose [epsilon] [is a member of the set] [0, 1) and let theta [subscipt epsilon] (t) = (1 − [epsilon]) [square root of] (2tln [subscript] 2 t). Let L [to the power of epsilon] [subscript] t denote the amount of local time spent by Brownian motion on the curve [theta subscript epsilon] (s) before time t. If [epsilon] > 0 ...

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    Burdzy, Krzysztof (6)
    Bass, Richard F. (1)Khoshnevisan, Davar (1)Madrecki, Andrzej (1)San Martin, Jaime (1)Toby, Ellen H. (1)SubjectBrownian motion (4)Hausdorff dimension (2)4-stable process (1)capacity (1)conditional gauge (1)conditioned Brownian (1)cut point (1)diffusion (1)fractal (1)Green function (1)... View MoreDate Issued
    1995 (6)

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