Some Polar Sets for the Generalized Brownian Sheet

被引:0
|
作者
LI Huiqiong1
2.School of Mathematics and Statistics
机构
基金
中国国家自然科学基金;
关键词
generalized Brownian sheet; polar set; single point; multiple points;
D O I
暂无
中图分类号
O211.6 [随机过程];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let (t)(t∈R +N) be the d-dimensional N-parameter generalized Brownian sheet.We study the polar sets for(t).It is proved that for any a∈R~d,P{(t) =a ,for some t ∈R >N} = 1,if βd<2N 0,if αd>2N and the probability that (t) has k-multiple points is 1 or 0 according as whether 2kN ∨d (k-1)βor 2kN ∧d(k-1)α .These results contain and extend the results of the Brownian sheet,where Rgt;~N =(0,+∞)~N ,R~N =[0,+∞)~N,0∧α≤ 1and β≥ 1.
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页码:137 / 140
页数:4
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