A Representation of Local Time for Lipschitz Surfaces
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چکیده
Suppose that D ⊂ Rn, n ≥ 2, is a Lipschitz domain and let Nt(r) be the number of excursions of Brownian motion inside D with diameter greater than r which started before time t. Then rNt(r) converges as r → 0 to a constant multiple of local time on ∂D, a.s. and in Lp for all p < ∞. The limit need not exist or may be trivial (0 or ∞) in Hölder domains, non-tangentially accessible domains and domains whose boundaries have finite surface area.
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تاریخ انتشار 2005