Capacity estimates, boundary crossings and the ornstein-uhlenbeck process in wiener space

Electronic Communications in Probability

Volumn 4, Issue , 1999, Pages 103-109

  Csáki, Endre ^a   Khoshnevisan, Davar ^b   Shi, Zhan ^c  

^a INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

^b UNIVERSITY OF UTAH   (United States)

^c University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Brownian sheet; Capacity on Wiener space; Ornstein Uhlenbeck process; Quasi sure analysis

Indexed keywords

EID: 0040044512     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v4-1011     Document Type: Article

References (5)

1. Csàki, E., Khoshnevisan, D. and Shi, Z.: Boundary crossings and the distribution function of the maximum of Brownian sheet. (1999) Preprint.
2. Fukushima, M.: Basic properties of Brownian motion and a capacity on the Wiener space. J. Math. Soc. Japan 36, (1984) 161-176.
3. Malliavin, P.: Stochastic calculus of variation and hypoelliptic operators. In: Proc. Intern. Symp. Stoch. Diff. Eq. (Kyoto 1976), pp. 195-263. Wiley, New York, 1978.
4. Uchiyama, K.: Brownian first exit from and sojourn over one sided moving boundary and application. Z. Wahrsch. Verw. Gebiete, 54, pp. 75-116, 1980.
5. Williams, D.: Appendix to P.-A. Meyer: Note sur les processus d’Ornstein-Uhlenbeck. Sem. de Probab. XVI. Lecture Notes in Mathematics, 920, p. 133. Springer, Berlin, 1982