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.

引用

页码：1577 / 1593

页数：17

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