Thick points for the Cauchy process

Olivier Daviaud

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 5, page 953-970
  • ISSN: 0246-0203

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Daviaud, Olivier. "Thick points for the Cauchy process." Annales de l'I.H.P. Probabilités et statistiques 41.5 (2005): 953-970. <http://eudml.org/doc/77876>.

@article{Daviaud2005,
author = {Daviaud, Olivier},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {multifractals analysis},
language = {eng},
number = {5},
pages = {953-970},
publisher = {Elsevier},
title = {Thick points for the Cauchy process},
url = {http://eudml.org/doc/77876},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Daviaud, Olivier
TI - Thick points for the Cauchy process
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 5
SP - 953
EP - 970
LA - eng
KW - multifractals analysis
UR - http://eudml.org/doc/77876
ER -

References

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  4. [4] A. Dembo, Y. Peres, J. Rosen, O. Zeitouni, Thick points for transient symmetric stable processes, Electronic J. Probab.4 (10) (1999) 1-13. Zbl0927.60077MR1690314
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  6. [6] A. Dembo, Y. Peres, J. Rosen, O. Zeitouni, Thick points for planar Brownian motion and the Erdős–Taylor conjecture on random walk, Acta Math.186 (2001) 239-270. Zbl1008.60063MR1846031
  7. [7] A. Dembo, Y. Peres, J. Rosen, O. Zeitouni, Thick points for intersections of planar Brownian paths, Trans. Amer. Math. Soc.354 (2002) 4969-5003. Zbl1007.60077MR1926845
  8. [8] D. Gilbard, N. Trudinger, Elliptic Partial Differential Equations of Second Order, Springer-Verlag, Berlin, 1983. Zbl0562.35001MR737190
  9. [9] I. Karatzas, S.E. Shreve, Brownian Motion and Stochastic Calculus, Springer-Verlag, 1991. Zbl0734.60060MR1121940
  10. [10] L. Marsalle, Slow points and fast points of local times, Ann. Probab.27 (1999) 150-165. Zbl0945.60069MR1681130
  11. [11] E.A. Perkins, S.J. Taylor, Uniform measure results for the image of subsets under Brownian motion, Probab. Theory Related Fields76 (1987) 257-289. Zbl0613.60071MR912654
  12. [12] D. Ray, Sojourn times and the exact Hausdorff measure of the sample path for planar Brownian motion, Trans. Amer. Math. Soc.106 (1963) 436-444. Zbl0119.14602MR145599
  13. [13] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer-Verlag, 1998. Zbl0731.60002
  14. [14] N.R. Shieh, S.J. Taylor, Logarithmic multifractal spectrum of stable occupation measure, Stochastic Process Appl.79 (1998) 249-261. Zbl0932.60041MR1632209
  15. [15] C.J. Stone, The set of zeros of a semi-stable process, Illinois J. Math.7 (1963) 631-637. Zbl0121.12906MR158439

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