Intersection local time for points of infinite multiplicity
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Bass, Richard F. | |
| dc.contributor.author | Khoshnevisan, Davar | |
| dc.date.accessioned | 2005-11-18T19:18:21Z | |
| dc.date.available | 2005-11-18T19:18:21Z | |
| dc.date.issued | 1994-04 | |
| dc.description.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. | en |
| dc.description.sponsorship | Research partially supported by NSF grant DMS 91-00244. | en |
| dc.format.extent | 404486 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Bass, R.F., K. Burdzy, & D. Khoshnevisan. (1994). Intersection local time for points of infinite multiplicity. Annals of Probability, 22, 566-625. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2177 | |
| dc.language.iso | en_US | |
| dc.publisher | Institute of Mathematical Statistics | en |
| dc.subject | Brownian motion | en |
| dc.subject | local time | en |
| dc.subject | intersection local time | en |
| dc.subject | excursions | en |
| dc.subject | exit system | en |
| dc.title | Intersection local time for points of infinite multiplicity | en |
| dc.type | Article | en |