On the Existence of Self-Intersections for Quasi-Every Brownian Path in Space
Penrose, M. D.
Ann. Probab., Tome 17 (1989) no. 4, p. 482-502 / Harvested from Project Euclid
The set of self-intersections of a Brownian path $b(t)$ taking values in $\mathbb{R}^3$ has Hausdorff dimension 1, for almost every such path, with respect to Wiener measure, a result due to Fristedt. Here we prove that this result (together with the corresponding result for paths in $\mathbb{R}^2$) in fact holds for quasi-every path with respect to the infinite-dimensional Ornstein-Uhlenbeck process, a diffusion process on Wiener space whose stationary measure is Wiener measure. We do this using Rosen's self-intersection local time, first proving that this exists for quasi-every path.
Publié le : 1989-04-14
Classification:  Brownian self-intersections,  Hausdorff dimension,  local time,  Ornstein-Uhlenbeck process on Wiener space,  60G17,  60J55
@article{1176991411,
     author = {Penrose, M. D.},
     title = {On the Existence of Self-Intersections for Quasi-Every Brownian Path in Space},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 482-502},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991411}
}
Penrose, M. D. On the Existence of Self-Intersections for Quasi-Every Brownian Path in Space. Ann. Probab., Tome 17 (1989) no. 4, pp.  482-502. http://gdmltest.u-ga.fr/item/1176991411/