A representation of local time for Lipschitz surfaces
| dc.contributor.author | Banuelos, Rodrigo | |
| dc.contributor.author | Bass, Richard F. | |
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.date.accessioned | 2005-11-18T18:05:13Z | |
| dc.date.available | 2005-11-18T18:05:13Z | |
| dc.date.issued | 1990 | |
| dc.description.abstract | Suppose that D [is an element of the set of Real numbers to the power of n], n [is greater than or equal to] 2, is a Lipschitz domain and let N[subscript]t(r) be the number of excursions of Brownian motion inside D with diameter greater than r which started before time t. Then rN[subscript]t(r) converges as r --> 0 to a constant multiple of local time on [partial derivative]D, a.s. and in L[to the power of]p for all p < infinity. The limit need not exist or may be trivial (0 or 1) in Hölder domains, non-tangentially accessible domains and domains whose boundaries have finite surface area. | en |
| dc.description.sponsorship | Rodrigo Bañuelos was supported by NSF Postdoctoral Fellowship. Richard F. Bass and Krzysztof Burdzy were supported in part by NSF Grants DMS 8701073 and DMS 8702620. | en |
| dc.format.extent | 259960 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Bañeulos, R., R.F. Bass, & K. Burdzy. (1990). A representation of local time for Lipschitz surfaces. Probability Theory and Related Fields, 84, 521-547. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2166 | |
| dc.language.iso | en | |
| dc.publisher | Springer-Verlag GmbH | en |
| dc.subject | Brownian motion | en |
| dc.subject | Lipschitz surfaces | en |
| dc.subject | Local time | en |
| dc.subject | Hölder domains | en |
| dc.title | A representation of local time for Lipschitz surfaces | en |
| dc.type | Article | en |