MULTIPLE POINTS OF THE BROWNIAN SHEET IN CRITICAL DIMENSIONS

被引：6
|
作者：
Dalang, Robert C. [1 ]
Mueller, Carl [2 ]
机构：
[1] Ecole Polytech Fed Lausanne, Inst Math, Stn 8, CH-1015 Lausanne, Switzerland
[2] Univ Rochester, Dept Math, Rochester, NY 14627 USA
来源：
ANNALS OF PROBABILITY | 2015年 / 43卷 / 04期
关键词：
Brownian sheet; multiple points; Girsanov's theorem;
D O I：
10.1214/14-AOP912
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
It is well known that an N-parameter d-dimensional Brownian sheet has no k-multiple points when (k - 1)d > 2kN, and does have such points when (k - 1)d < 2kN. We complete the study of the existence of k-multiple points by showing that in the critical cases where (k - 1)d = 2kN, there are a.s. no k-multiple points.
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页码：1577 / 1593
页数：17
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