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Zbl 0786.60106
Mountford, T.S.
Estimates of the Hausdorff dimension of the boundary of positive Brownian sheet components.
(English)
[A] Azéma, J. (ed.) et al., Séminaire de probabilités XXVII. Berlin: Springer-Verlag. Lect. Notes Math. 1557, 233-255 (1993). ISBN 3-540-57282-1/pbk

Summary: The Brownian sheet is examined. We provide upper and lower bounds for the Hausdorff dimension of the boundary of time components for which the Brownian sheet is strictly positive or strictly negative. In particular we show that this dimension lies strictly between 1 and 3/2. It is also shown that there exist random time points which are boundary points for both positive and negative components.
MSC 2000:
*60J65 Brownian motion
60G60 Random fields

Keywords: Brownian sheet; Hausdorff dimension

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Scientific prize winners of the ICM 2010
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Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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