Points of increase of the Brownian sheet

Probability Theory and Related Fields

Volumn 108, Issue 1, 1997, Pages 1-27

  Dalang, Robert C ^a   Mountford, T ^b  

^a Departement de Mathematiques   (Switzerland)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031138497     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050099     Document Type: Article

References (9)

1. Dalang, R.C., Mountford, T.: Non-differentiability of curves on the Brownian sheet. Ann. Probab. 24, 182-195 (1996).
2. Dalang, R.C., Walsh, J.B.: Geography of level sets of the Brownian sheet. Probab. Theory Relat. Fields 96, 153-176 (1993)
3. Dvoretsky, A., Erdös, P., Kakutani, S.: Non-increase everywhere of the Brownian motion process. Proc. 4th Berkeley Symp. Math. Statist. Probab. 2, 103-116 (1961)
4. Kahane, J.-P.: Some random series of functions (second edition). Cambridge Studies in Adv. Math. 5. Cambridge: Cambridge University Press 1985
5. Kendall, W.: Contours of Brownian processes with several-dimensional time. Z. Wahr, v. Geb. 52, 269-276 (1980)
6. Knight, F.: Essentials of Brownian motion and diffusion. Amer. Math. Society 1981
7. Mountford, T.: Estimates of the Hausdorff dimension of the boundary of positive Brownian sheet components. Sém. de Probabilités XXVII, Lect. Notes in Math. vol. 1557, pp. 233-255. Berlin Heidelberg New York: Springer 1993
8. Walsh, J.B.: Optional increasing paths. Processus Aléatoires à Deux Indices (H. Korezlioglu, G. Mazziotto and J. Szpirglas, eds), Lecture Notes in Math. vol. 863, 172-201. Berlin Heidelberg New York: Springer 1981
9. Walsh, J.B.: An introduction to Stochastic Partial Differential Equations. Ecole d'Ete de Probabilités de Saint Flour XIV, Lect. Notes in Math vol. 1180, 265-437. Berlin Heidelberg New York: Springer 1984