Level sets of multiparameter Brownian motions

被引:0
|
作者
Mountford, TS [1 ]
Nualart, E
机构
[1] Ecole Polytech Fed Lausanne, Inst Math, CH-1015 Lausanne, Switzerland
[2] Univ Paris 06, Lab Probabil & Modeles Aleatoires, F-75252 Paris, France
来源
关键词
local times; Hausdorff measure; level sets; additive Brownian motion;
D O I
暂无
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
We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that phi(r) = r(N-d/2) (log log(1/r))(d/2) is the exact Hausforff measure function for the zero level set of an N-parameter d-dimensional additive Brownian motion. We extend this result to a natural multiparameter version of Taylor and Wendel's theorem on the relationship between Brownian local time and the Hausdorff phi-measure of the zero set.
引用
收藏
页码:594 / 614
页数:21
相关论文
共 50 条