The Annals of Probability

Intersection Local Time for Points of Infinite Multiplicity

Richard F. Bass, Krzysztof Burdzy, and Davar Khoshnevisan

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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.

Article information

Source
Ann. Probab., Volume 22, Number 2 (1994), 566-625.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176988722

Digital Object Identifier
doi:10.1214/aop/1176988722

Mathematical Reviews number (MathSciNet)
MR1288124

Zentralblatt MATH identifier
0814.60078

JSTOR
links.jstor.org

Subjects
Primary: 60G17: Sample path properties
Secondary: 60G57: Random measures 60J55: Local time and additive functionals 60J65: Brownian motion [See also 58J65]

Keywords
Brownian motion local time intersection local time excursions exit system

Citation

Bass, Richard F.; Burdzy, Krzysztof; Khoshnevisan, Davar. Intersection Local Time for Points of Infinite Multiplicity. Ann. Probab. 22 (1994), no. 2, 566--625. doi:10.1214/aop/1176988722. https://projecteuclid.org/euclid.aop/1176988722


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