LOCAL-TIMES FOR BROWNIAN-MOTION ON THE SIERPINSKI CARPET

被引：26

作者：

BARLOW, MT ^{[1
]}

BASS, RF ^{[1
]}

机构：

[1] UNIV WASHINGTON,DEPT MATH,SEATTLE,WA 98195

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1990年 / 85卷 / 01期

关键词：

D O I：

10.1007/BF01377631

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：

Jointly continuous local times are constructed for Brownian motion on the Sierpinski carpet. A consequence is that the Brownian motion hits points. The method used is to analyze a sequence of eigenvalue problems. © 1990 Springer-Verlag.

引用

页码：91 / 104

页数：14

共 50 条

[21] BROWNIAN LOCAL-TIMES FOR BESSEL PROCESSES OF LOW DIMENSION
BERTOIN, J
LECTURE NOTES IN MATHEMATICS, 1990, 1426 : 117 - 136
[22] HP SPACES AND EXIT TIMES OF BROWNIAN-MOTION
BURKHOLDER, DL
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1975, 81 (03) : 556 - 558
[23] INTERSECTION LOCAL-TIMES FOR INFINITE SYSTEMS OF BROWNIAN MOTIONS AND FOR THE BROWNIAN DENSITY PROCESS
ADLER, RJ
FELDMAN, RE
LEWIN, M
ANNALS OF PROBABILITY, 1991, 19 (01): : 192 - 220
[24] COMPLEMENTS ON THE HILBERT TRANSFORM AND THE FRACTIONAL DERIVATIVE OF BROWNIAN LOCAL-TIMES
BERTOIN, J
JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 1990, 30 (04): : 651 - 670
[25] INEQUALITIES WITH LOCAL TIME AT ZERO OF A BROWNIAN-MOTION
VALLOIS, P
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1992, 41 (01) : 117 - 155
[26] FRACTAL BROWNIAN-MOTION AND LOCAL FRACTON METRIC OBTAINED BY PROPER COORDINATE TRANSFORMATION OF ORDINARY BROWNIAN-MOTION
BINDER, B
PHYSICS LETTERS A, 1994, 196 (3-4) : 213 - 216
[27] AN EXTENSION OF RAY-KNIGHT THEOREMS ON BROWNIAN LOCAL-TIMES
VALLOIS, P
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1986, 303 (07): : 321 - 323
[28] THE INTRINSIC LOCAL TIME SHEET OF BROWNIAN-MOTION
ROGERS, LCG
WALSH, JB
PROBABILITY THEORY AND RELATED FIELDS, 1991, 88 (03) : 363 - 379
[29] BROWNIAN-MOTION
KRAUTHAMMER, C
NEW REPUBLIC, 1981, 185 (5-6) : 10 - 11
[30] BROWNIAN-MOTION, EXIT TIMES AND STOCHASTIC RIEMANNIAN GEOMETRY
PINSKY, MA
MATHEMATICS AND COMPUTERS IN SIMULATION, 1984, 26 (04) : 357 - 360

← 1 2 3 4 5 →