Paul Lévy et le mouvement brownien
نویسندگان
چکیده
منابع مشابه
Analyse, Modélisation et Simulation du Mouvement Humain
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THE SUPREMUM OF BROWNIAN LOCAL TIMES ON HÖLDER CURVES LE SUPREMUM DU TEMPS LOCAUX D’UN MOUVEMENT BROWNIEN SUR LES COURBES HOLDERIENNES Short title: Brownian local times
For f : [0, 1]→ R, we consider Lft , the local time of spacetime Brownian motion on the curve f . Let Sα be the class of all functions whose Hölder norm of order α is less than or equal to 1. We show that the supremum of Lf1 over f in Sα is finite is α > 12 and infinite if α < 1 2 . Abstrait: Soit Wt un mouvement brownien et soit L f t le temps local du processus (t,Wt) pour le courbe f : [0, 1...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2013
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2012022