scholarly journals Points of infinite multiplicity of planar Brownian motion: Measures and local times

2020 ◽  
Vol 48 (4) ◽  
pp. 1785-1825
Author(s):  
Elie Aïdékon ◽  
Yueyun Hu ◽  
Zhan Shi
Keyword(s):  
Brownian Motion ◽  
Local Times ◽  
Planar Brownian Motion ◽  
Infinite Multiplicity

scholarly journals White noise analysis and Tanaka formula for intersections of planar Brownian motion

1991 ◽  
Vol 122 ◽  
pp. 1-17 ◽  
Author(s):  
Narn-Rueih Shieh
Keyword(s):  
Brownian Motion ◽  
White Noise ◽  
Stochastic Integral ◽  
Integral Formula ◽  
Noise Analysis ◽  
Local Times ◽  
White Noise Analysis ◽  
Planar Brownian Motion ◽  
Tanaka Formula ◽  
Intersection Local Times

In this paper, we shall use Hida’s [5, 7, 9] theory of generalized Brownian functionals (or named white noise analysis) to establish a stochastic integral formula concerning the multiple intersection local times of planar Brownian motion B(t).

scholarly journals Mean perimeter and area of the convex hull of a planar Brownian motion in the presence of resetting

2021 ◽  
Vol 103 (2) ◽  
Author(s):  
Satya N. Majumdar ◽  
Francesco Mori ◽  
Hendrik Schawe ◽  
Grégory Schehr
Keyword(s):  
Brownian Motion ◽  
Convex Hull ◽  
Planar Brownian Motion

scholarly journals Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk

2001 ◽  
Vol 186 (2) ◽  
pp. 239-270 ◽  
Author(s):  
Amir Dembo ◽  
Yuval Peres ◽  
Jay Rosen ◽  
Ofer Zeitouni
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Planar Brownian Motion ◽  
Thick Points

Systèmes dynamiques gaussiens d'entropie nulle, lâchement et non lâchement Bernoulli

1996 ◽  
Vol 16 (2) ◽  
pp. 379-404 ◽  
Author(s):  
Thierry De La Rue
Keyword(s):  
Brownian Motion ◽  
Dynamical Systems ◽  
Planar Brownian Motion ◽  
Zero Entropy

AbstractWe construct two real Gaussian dynamical systems of zero entropy; the first one is not loosely Bernoulli, and the second is a loosely Bernoulli Gaussian-Kronecker system. To get loose-Bernoullicity for the second system, we prove and use a property of planar Brownian motion on [0, 1]: we can recover the whole trajectory knowing only some angles formed by the motion.

Sign in / Sign up

Export Citation Format

Share Document