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.
Publié le : 1994-04-14
Classification:
Brownian motion,
local time,
intersection local time,
excursions,
exit system,
60G17,
60G57,
60J55,
60J65
@article{1176988722,
author = {Bass, Richard F. and Burdzy, Krzysztof and Khoshnevisan, Davar},
title = {Intersection Local Time for Points of Infinite Multiplicity},
journal = {Ann. Probab.},
volume = {22},
number = {4},
year = {1994},
pages = { 566-625},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988722}
}
Bass, Richard F.; Burdzy, Krzysztof; Khoshnevisan, Davar. Intersection Local Time for Points of Infinite Multiplicity. Ann. Probab., Tome 22 (1994) no. 4, pp. 566-625. http://gdmltest.u-ga.fr/item/1176988722/