Levels at which every brownian excursion is exceptional
Martin T. Barlow; Edwin A. Perkins
Séminaire de probabilités de Strasbourg (1984)
- Volume: 18, page 1-28
Access Full Article
topHow to cite
topBarlow, Martin T., and Perkins, Edwin A.. "Levels at which every brownian excursion is exceptional." Séminaire de probabilités de Strasbourg 18 (1984): 1-28. <http://eudml.org/doc/113482>.
@article{Barlow1984,
author = {Barlow, Martin T., Perkins, Edwin A.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {irregular behaviour of sample paths; upper and lower function; Hausdorff dimension; uniform modulus of continuity},
language = {eng},
pages = {1-28},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Levels at which every brownian excursion is exceptional},
url = {http://eudml.org/doc/113482},
volume = {18},
year = {1984},
}
TY - JOUR
AU - Barlow, Martin T.
AU - Perkins, Edwin A.
TI - Levels at which every brownian excursion is exceptional
JO - Séminaire de probabilités de Strasbourg
PY - 1984
PB - Springer - Lecture Notes in Mathematics
VL - 18
SP - 1
EP - 28
LA - eng
KW - irregular behaviour of sample paths; upper and lower function; Hausdorff dimension; uniform modulus of continuity
UR - http://eudml.org/doc/113482
ER -
References
top- 1. R.V. Chacon, Y. Le Jan, E. Perkins, S.J. Taylor. Generalized arc length for Brownian motion and Lévy processes. Z.f.W.57, 197-211 (1981). Zbl0469.60037MR626815
- 2. B. Davis. On Brownian slow points. Z.f.W.64, 359-367 (1983). Zbl0506.60078MR716492
- 3. B. Davis, E. Perkins. Brownian slow points: the critical cases (preprint). Zbl0576.60030MR799422
- 4. J. Dugundji. Topology. Boston, Allyn and Bacon, Inc., 1966. Zbl0144.21501MR193606
- 5. J. Hawkes. A lower Lipschitz condition for the stable subordinator. Z.f.W.17, 23-32 (1971). Zbl0193.45002MR282413
- 6. J. Hawkes. On the Hausdorff dimension of the intersection of the range of a stable process with a Borel set. Z.f.W.19, 90-102 (1971). Zbl0203.49903MR292165
- 7. J. Hawkes. Hausdorff measure, entropy, and the independence of small sets. Proc. London Math. Soc. (3) 28, 700-724 (1974). Zbl0315.28001MR352412
- 8. J. Hawkes, W.E. Pruitt. Uniform Dimension Results for Processes with Independent Increments. Z.f.W.28, 277-288 (1974). Zbl0268.60063MR362508
- 9. K. Itô, H.P. McKean. Diffusion Processes and Their Sample Paths. Berlin-Heidelberg-New York, Springer, 1974. Zbl0285.60063MR345224
- 10. J.-P. Kahane. Slow points of Gaussian processes. Conference on Harmonic Analysis in Honor of Antoni Zygmund, I, 67-83, Wadsworth, 1981. MR730059
- 11. F.B. Knight. Essentials of Brownian Motion and Diffusion. Amer. Math. Soc. Surveys18, 1981. Zbl0458.60002MR613983
- 12. P. Lévy. Processus Stochastiques et Mouvement Brownien. Paris, Gauthier-Villars, 1948. Zbl0034.22603MR29120
- 13. E. Perkins. A global intrinsic characterization of Brownian local time. Ann. Probability9, 800-817 (1981). Zbl0469.60081MR628874
- 14. E. Perkins. The exact Hausdorff measure of the level sets of Brownian motion. Z.f.W.58, 373-388 (1981). Zbl0458.60076MR639146
- 15. E. Perkins. On the Hausdorff dimension of the Brownian slow points. Z.f.W.64, 369-399 (1983). Zbl0506.60079MR716493
- 16. S. Orey, S.J. Taylor. How often on a Brownian path does the law of the iterated logarithm fail?Proc. London Math. Soc. (3) 28, 174-192 (1974). Zbl0292.60128MR359031
- 17. P. Greenwood, E. Perkins. A conditioned limit theorem for random walk and Brownian local time on square root boundaries, Ann. Probability11, 227-261 (1983). Zbl0522.60030MR690126
- 18. R.K. Getoor. The Brownian escape process. Ann. Probability7, 864-867 (1974). Zbl0416.60086MR542136
- 19. D. Williams. Path decompositions and continuity of local time for one-dimensional diffusions I. Proc. London Math. Soc.28, 738-768 (1974). Zbl0326.60093MR350881
- 20. M. Emery, E. Perkins. On the filtration of B + L . Z.f.W.59, 383-390 (1982). Zbl0466.60073MR721634
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.