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research article

Multiple Points Of The Brownian Sheet In Critical Dimensions

Dalang, Robert C.  
•
Mueller, Carl
2015
Annals Of Probability

It is well known that an N-parameter d-dimensional Brownian sheet has no k-multiple points when (k - 1)d > 2kN, and does have such points when (k - 1)d < 2kN. We complete the study of the existence of k-multiple points by showing that in the critical cases where (k - 1)d = 2kN, there are a.s. no k-multiple points.

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Type
research article
DOI
10.1214/14-Aop912
Web of Science ID

WOS:000356560100001

Author(s)
Dalang, Robert C.  
Mueller, Carl
Date Issued

2015

Publisher

Inst Mathematical Statistics

Published in
Annals Of Probability
Volume

43

Issue

4

Start page

1577

End page

1593

Subjects

Brownian sheet

•

multiple points

•

Girsanov's theorem

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
September 28, 2015
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/119010
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