Intersection local time for points of infinite multiplicity

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Burdzy, Krzysztof
Bass, Richard F.
Khoshnevisan, Davar

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Institute of Mathematical Statistics

Abstract

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 interpretation of [beta] [subscript] a is given.

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Citation

Bass, R.F., K. Burdzy, & D. Khoshnevisan. (1994). Intersection local time for points of infinite multiplicity. Annals of Probability, 22, 566-625.

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