| Título: | Level Sets of Multiparameter Brownian Motions |
| Autores: |
Nualart, Eulalia; Université de Paris 6 Mountford, Thomas S.; Ecole Polytechnique Fédérale de Lausanne |
| Fecha: | 2004-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Local times; Hausdorff measure; level sets; additive Brownian motion 60G60; 60G15; 60G17 |
| Descripción: | We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that $\phi(r) = r^{N-d/2} (\log \log (\frac{1}{r}))^{d/2}$ is the exact Hausdorff measure function for the zero level set of an $N$-parameter $d$-dimensional additive Brownian motion. We extend this result to a natural multiparameter version of Taylor and Wendel's theorem on the relationship between Brownian local time and the Hausdorff $\phi$-measure of the zero set. |
| Idioma: | No aplica |
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