Browsing Mathematics, Department of by Author "Khoshnevisan, Davar"
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Brownian motion in a Brownian crack
Burdzy, Krzysztof; Khoshnevisan, Davar (Institute of Mathematical Statistics, 199808)Let D be the Wiener sausage of width [epsilon] around twosided Brownian motion. The components of twodimensional reflected Brownian motion in D converge to onedimensional Brownian motion and iterated Brownian motion, ... 
Intersection local time for points of infinite multiplicity
Burdzy, Krzysztof; Bass, Richard F.; Khoshnevisan, Davar (Institute of Mathematical Statistics, 199404)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 twodimensional Brownian motion spends a units of local time. The measure ... 
The level sets of iterated Brownian motion
Burdzy, Krzysztof; Khoshnevisan, Davar (SpringerVerlag, 1995)We show that the Hausdorff dimension of every level set of iterated Brownian motion is equal to 3/4.