Quasi-everywhere properties of Brownian level sets and multiple points

M. D. Penrose

Stochastic Processes and their Applications, 1990, vol. 36, issue 1, 33-43

Abstract: We show that quasi-every Brownian path in (with respect to an Ornstein-Uhlenbeck process in the space of paths) has level sets of Hausdorff dimension , for all levels, and quasi-every planar Brownian motion has a set of r-multiple points of dimension 2 for arbitrary finite r.

Keywords: Brownian; sheet; Ornstein-Uhlenbeck; process; Hausdorff; dimension; local; time (search for similar items in EconPapers)
Date: 1990
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