ON THE MULTIPLE TIME SET OF BROWNIAN MOTIONS

Citation:

Zhou Xianyin.ON THE MULTIPLE TIME SET OF BROWNIAN MOTIONS[J].Chinese Annals of Mathematics B,1994,15(2):225~234
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Authors:

Zhou Xianyin;

Foundation:

Project supported by the National Natural Science Foundation of China
Abstract: Let $S_d^p$ be the $p$-multiple time set of the Brownian motion in $d$ dimensions. In this paper, the Hausdorff measure function for $S_3^2$ is proved to be $\vp_3^{(2)}=t^{1/2}(\log|\log t|)^{3/2}$, and the Hausdorff measuure problem for $S_2^p$ is also discussed. As a result, a conjecture suggested by J. Rosen is partially proved.

Keywords:

Hausdorff measure, Intersection local time, Multiple time set,Brownian motion.

Classification:

60G17, 60j65
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