THE INTERSECTION LOCAL TIME OF THE WESTWATER PROCESS

被引：5

作者：

ZHOU, XY

机构：

[1] Department of Mathematics, Beijing Normal University, Beijing

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1992年 / 91卷 / 3-4期

关键词：

D O I：

10.1007/BF01192063

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, self-intersection properties of the Westwater process are investigated. As a result, we obtain that the Westwater process has an intersection local time alphaBAR(x, [0, s] x [t, 1]) which is Holder continuous with respect to (x, s, t) is-an-element-of R3 x [0, 1/2] x [1/2, 1], and the Hausdorff dimension of the double time set is 1/2, as for Brownian motion in R3.

引用

页码：375 / 397

页数：23

共 16 条

[1] UNIFORM DIMENSION OF LEVEL SETS OF A BROWNIAN SHEET [J].