Local times of Brownian motion
After a review of the notions of Hausdorff and Fourier dimensions from fractal geometry and Fourier analysis and the properties of local times of Brownian motion, we study the Fourier structure of Brownian level sets. We show that if δa(X) is the Dirac measure of one-dimensional Brownian motion X...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en |
| Published: |
2010
|
| Subjects: | |
| Online Access: | Mukeru, Safari (2010) Local times of Brownian motion, University of South Africa, Pretoria, <http://hdl.handle.net/10500/3781> http://hdl.handle.net/10500/3781 |