Open Access
April, 1994 Intersection Local Time for Points of Infinite Multiplicity
Richard F. Bass, Krzysztof Burdzy, Davar Khoshnevisan
Ann. Probab. 22(2): 566-625 (April, 1994). DOI: 10.1214/aop/1176988722

Abstract

For each $a \in (0, \frac{1}{2})$, there exists a random measure $\beta_a$ which is supported on the set of points where two-dimensional Brownian motion spends $a$ units of local time. The measure $\beta_a$ is carried by a set which has Hausdorff dimension equal to $2 - a$. A Palm measure interpretation of $\beta_a$ is given.

Citation

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Richard F. Bass. Krzysztof Burdzy. Davar Khoshnevisan. "Intersection Local Time for Points of Infinite Multiplicity." Ann. Probab. 22 (2) 566 - 625, April, 1994. https://doi.org/10.1214/aop/1176988722

Information

Published: April, 1994
First available in Project Euclid: 19 April 2007

zbMATH: 0814.60078
MathSciNet: MR1288124
Digital Object Identifier: 10.1214/aop/1176988722

Subjects:
Primary: 60G17
Secondary: 60G57 , 60J55 , 60J65

Keywords: Brownian motion , Excursions , exit system , Intersection local time , Local time

Rights: Copyright © 1994 Institute of Mathematical Statistics

Vol.22 • No. 2 • April, 1994
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