Sur La Saucisse De Wiener et les Points Multiples du Mouvement Brownien
Gall, Jean-Francois Le
Ann. Probab., Tome 14 (1986) no. 4, p. 1219-1244 / Harvested from Project Euclid
Let $B$ be a Brownian motion with values in Euclidean space $R^d$, where $d = 2 \text{or} 3$. The Wiener sausage with radius $\varepsilon$ associated with $B$ is defined as the set of points whose distance from the path is less than $\varepsilon$. Let $B'$ be another Brownian motion with values in $R^d$, independent of $B$. The Lebesgue measure of the intersection of the Wiener sausages associated with $B$ and $B'$, suitably normalized, is shown to converge, when $\varepsilon$ goes to 0, towards the intersection local time of $B$ and $B'$, as defined by German, Horowitz and Rosen. This approximation of the intersection local time is used to prove a conjecture of Taylor, relating to the Hausdorff measure of the set of multiple points of planar Brownian motion.
Publié le : 1986-10-14
Classification:  Wiener sausage,  intersection local time,  Hausdorff measure,  multiple points,  60J65,  60G17,  60J55
@article{1176992364,
     author = {Gall, Jean-Francois Le},
     title = {Sur La Saucisse De Wiener et les Points Multiples du Mouvement Brownien},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 1219-1244},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/1176992364}
}
Gall, Jean-Francois Le. Sur La Saucisse De Wiener et les Points Multiples du Mouvement Brownien. Ann. Probab., Tome 14 (1986) no. 4, pp.  1219-1244. http://gdmltest.u-ga.fr/item/1176992364/