BARLOW-YOR INEQUALITIES FOR LOCAL INTERSECTION TIMES OF 2 PLANAR BROWNIAN MOTIONS

• 成果类型: Article
• 署名作者: MATHIEU, P
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/BF01295223
• 发表日期: 1995
• 页码: 83-103
• 关键词: paths; pair

摘要

We prove L(p) majorations for the suprema of the intersection local time of two planar Brownian motions. We deduce a sufficient condition on the correlation of two Brownian motions for their i.l.t. to be continuous.