Jordan curves in the level sets of additive Brownian motion
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- by Robert C. Dalang and T. Mountford PDF
- Trans. Amer. Math. Soc. 353 (2001), 3531-3545 Request permission
Abstract:
This paper studies the topological and connectivity properties of the level sets of additive Brownian motion. More precisely, for each excursion set of this process from a fixed level, we give an explicit construction of a closed Jordan curve contained in the boundary of this excursion set, and in particular, in the level set of this process.References
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Additional Information
- Robert C. Dalang
- Affiliation: Département de Mathématiques, Ecole Polytechnique Fédérale, 1015 Lausanne, Switzerland
- Email: robert.dalang@epfl.ch
- T. Mountford
- Affiliation: Department of Mathematics, University of California, Los Angeles, California 90024
- Email: malloy@math.ucla.edu
- Received by editor(s): May 11, 2000
- Published electronically: April 24, 2001
- Additional Notes: The research of the first author is partially supported by the Swiss National Foundation for Scientific Research
The research of the second author is partially supported by NSF grant DMS-9703815 and by the Sloan Foundation - © Copyright 2001 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 353 (2001), 3531-3545
- MSC (2000): Primary 60G60; Secondary 60G15
- DOI: https://doi.org/10.1090/S0002-9947-01-02811-2
- MathSciNet review: 1837246