Level sets of multiparameter Brownian motions
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- dc.contributor.author Nualart, Eulàliaca
- dc.contributor.author Mountford, Thomas S.ca
- dc.date.accessioned 2018-04-18T08:31:06Z
- dc.date.available 2018-04-18T08:31:06Z
- dc.date.issued 2004
- dc.description.abstract We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that ϕ(r)=rN−d/2(loglog(1r))d/2 is the exact Hausdorff 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 ϕ-measure of the zero set.en
- dc.description.sponsorship The research of Mountford TS is partially supported by the NSF Grant DMS. The research of Nualart E is supported by the Fonds National Suisse.
- dc.format.mimetype application/pdf
- dc.identifier.citation Mountford TS, Nualart E. Level sets of multiparameter Brownian motions. Electron J Probab. 2004;9(20):594-614. DOI: 10.1214/EJP.v9-169
- dc.identifier.doi http://dx.doi.org/10.1214/EJP.v9-169
- dc.identifier.issn 1083-6489
- dc.identifier.uri http://hdl.handle.net/10230/34388
- dc.language.iso eng
- dc.publisher Institute of Mathematical Statistics (IMS)ca
- dc.relation.ispartof Electronic Journal of Probability. 2004;9(20):594-614.
- dc.rights This article is published with a Creative Commons Attribution Licence (CC BY 2.5)
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.rights.uri http://creativecommons.org/licenses/by/2.5/legalcode
- dc.subject.keyword Local timesen
- dc.subject.keyword Hausdorff measureen
- dc.subject.keyword Level setsen
- dc.subject.keyword Additive Brownian motionen
- dc.title Level sets of multiparameter Brownian motionsca
- dc.type info:eu-repo/semantics/article
- dc.type.version info:eu-repo/semantics/publishedVersion