The supremum of brownian local times on Hölder curves

Richard F. Bass; Krzysztof Burdzy

Annales de l'I.H.P. Probabilités et statistiques (2001)

  • Volume: 37, Issue: 6, page 627-642
  • ISSN: 0246-0203

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Bass, Richard F., and Burdzy, Krzysztof. "The supremum of brownian local times on Hölder curves." Annales de l'I.H.P. Probabilités et statistiques 37.6 (2001): 627-642. <http://eudml.org/doc/77702>.

@article{Bass2001,
author = {Bass, Richard F., Burdzy, Krzysztof},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {local time of space-time Brownian motion; Hölder norms},
language = {eng},
number = {6},
pages = {627-642},
publisher = {Elsevier},
title = {The supremum of brownian local times on Hölder curves},
url = {http://eudml.org/doc/77702},
volume = {37},
year = {2001},
}

TY - JOUR
AU - Bass, Richard F.
AU - Burdzy, Krzysztof
TI - The supremum of brownian local times on Hölder curves
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2001
PB - Elsevier
VL - 37
IS - 6
SP - 627
EP - 642
LA - eng
KW - local time of space-time Brownian motion; Hölder norms
UR - http://eudml.org/doc/77702
ER -

References

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  1. [1] R.F. Bass, Probabilistic Techniques in Analysis, Springer-Verlag, New York, 1995. Zbl0817.60001MR1329542
  2. [2] R.F. Bass, K. Burdzy, Stochastic bifurcation models, Ann. Probab.27 (1999) 50-108. Zbl0943.60087MR1681142
  3. [3] R.F. Bass, D. Khoshnevisan, Local times on curves and uniform invariance principles, Probab. Theory Related Fields92 (1992) 465-492. Zbl0767.60070MR1169015
  4. [4] K. Burdzy, J. San Martín, Iterated law of iterated logarithm, Ann. Probab.23 (1995) 1627-1643. Zbl0857.60035MR1379161
  5. [5] G.F. Clements, Entropies of several sets of real valued functions, Pacific J. Math.13 (1963) 1085-1095. Zbl0158.05002MR158970
  6. [6] B. Davis, Distribution of Brownian local time on curves, Bull. London Math. Soc.30 (1998) 182-184. Zbl0921.60069MR1489330
  7. [7] I. Karatzas, S. Shreve, Brownian Motion and Stochastic Calculus, Springer-Verlag, New York, 1994. Zbl0638.60065MR917065
  8. [8] M. Ledoux, M. Talagrand, Probability in Banach Spaces. Isoperimetry and Processes, Springer-Verlag, Berlin, 1991. Zbl0748.60004MR1102015
  9. [9] M.B. Marcus, J. Rosen, Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes, Ann. Probab.24 (1996) 1130-1177. Zbl0862.60065MR1411490
  10. [10] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer-Verlag, Berlin, 1994. Zbl0804.60001MR1303781

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