Brownian sheet and capacity

被引:4
作者
Khoshnevisan, D [1 ]
Shi, Z
机构
[1] Univ Utah, Dept Math, Salt Lake City, UT 84112 USA
[2] Univ Paris 06, Probabil Lab, F-75252 Paris 05, France
关键词
capacity; hitting probability; escape rate; local intersection equivalence; Brownian sheet; 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
The main goal of this paper is to present an explicit capacity estimate for hitting probabilities of the Brownian sheet. As applications, we determine the escape rates of the Brownian sheet and also obtain a local intersection equivalence between the Brownian sheet and the additive Brownian motion. Other applications concern quasi-sure properties in Wiener space.
引用
收藏
页码:1135 / 1159
页数:25
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