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：

ELECTRONIC JOURNAL OF PROBABILITY | 2004年 / 9卷

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

页码：594 / 614

页数：21

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