Vertical and horizontal increments for the Brownian sheet, level curve's lenght and local time
Berzin-Joseph, Corinne ; León, José R.
HAL, hal-00319417 / Harvested from HAL
Text on HAL
In this work we study the almost sure convergence for the vertical and horizontal increments of the Brownian sheet. Afterwards, a modification of these results for a regularization of this process, provides almost sure convergence in law for the length of the level curve, defined for the regularized process, towards a modification to the Brownian sheet's local time.
Publié le : 1998-07-04
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00319417,
     author = {Berzin-Joseph, Corinne and Le\'on, Jos\'e R.},
     title = {Vertical and horizontal increments for the Brownian sheet, level curve's lenght and local time},
     journal = {HAL},
     volume = {1998},
     number = {0},
     year = {1998},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00319417}
}

Berzin-Joseph, Corinne; León, José R. Vertical and horizontal increments for the Brownian sheet, level curve's lenght and local time. HAL, Tome 1998 (1998) no. 0, . http://gdmltest.u-ga.fr/item/hal-00319417/