The level sets of iterated brownian motion

Krzysztof Burdzy; Davar Khoshnevisan

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 231-236

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Burdzy, Krzysztof, and Khoshnevisan, Davar. "The level sets of iterated brownian motion." Séminaire de probabilités de Strasbourg 29 (1995): 231-236. <http://eudml.org/doc/113906>.

@article{Burdzy1995,
author = {Burdzy, Krzysztof, Khoshnevisan, Davar},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {iterated Brownian motion; level set; Hausdorff dimension; Hölder continuous},
language = {eng},
pages = {231-236},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The level sets of iterated brownian motion},
url = {http://eudml.org/doc/113906},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Burdzy, Krzysztof
AU - Khoshnevisan, Davar
TI - The level sets of iterated brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 231
EP - 236
LA - eng
KW - iterated Brownian motion; level set; Hausdorff dimension; Hölder continuous
UR - http://eudml.org/doc/113906
ER -

References

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  3. [B1] K. Burdzy (1993). Some path properties of iterated Brownian motion. Sem. Stoch. Proc.1992, 67-87 (Ed. K.L. Chung, E. Çinlar and M.J. Sharpe) Birkhäuser, Boston. Zbl0789.60060MR1278077
  4. [B2] K. Burdzy (1994). Variation of iterated Brownian motion. Measure-valued Processes, Stochastic Partial Differential Equations and Interacting Systems, (Ed. D.A. Dawson) CRM Proceedings and Lecture Notes, 535-53. Zbl0803.60077MR1278281
  5. [CsCsFR1] E. Csáki, M. Csörgö, A. Földes AND P. Révész (1995). Global Strassen type theorems for iterated Brownian motion, to appear in Stoch. Proc. Theor Appl. Zbl0843.60072MR1357659
  6. [CSCSFR2] E. Csáki, M. Csörgö, A. Földes AND P. Révész (1995). The local time of iterated Brownian motion, Preprint. MR1400596
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  11. [IM] K. ItôAND H.P. Mckean (1965). Diffusion Processes and Their Sample Paths, Springer, Berlin, Heidelberg. Zbl0127.09503
  12. [KL1] D. Khoshnevisan AND T.M. Lewis (1995). Chung's law of the iterated logarithm for iterated Brownian motion, to appear in Ann.Inst. Hen. Poinc.: Prob. et Stat. Zbl0859.60025MR1387394
  13. [KL2] D. Khoshnevisan AND T.M. Lewis (1995). The modulus of continuity for iterated Brownian motion, to appear in J. Theoretical Prob. Zbl0880.60081MR1712242
  14. [Mc] H.P. McKean (1962). A Hölder condition for Brownian local time, J. Math. Kyoto Univ., 1-2, 195-201. Zbl0121.13101MR146902
  15. [P] E.A. Perkins (1981). The exact Hausdorff measure of the level sets of Brownian motion, Z. Wahr. verw. Geb.58, 373-388. Zbl0458.60076MR639146
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  17. [S] Z. Shi (1994). Lower limits of iterated Wiener processes, to appear in Stat. Prob. Lett. Zbl0824.60025MR1340161

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