Points of increase of the Brownian sheet |
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| Authors: | Robert C Dalang T Mountford |
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| Institution: | (1) Département de Mathématiques, Ecole Polytechnique Fédérale, CH-1015 Lausanne, Switzerland. (dalang@math.epfl.ch) , CH;(2) Department of Mathematics, University of California, Los Angeles, CA 90024, USA, US |
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| Abstract: | Summary. It is well-known that Brownian motion has no points of increase. We show that an analogous statement for the Brownian sheet
is false. More precisely, for the standard Brownian sheet in the positive quadrant, we prove that there exist monotone curves
along which the sheet has a point of increase.
Received: 7 December 1994 / In revised form: 6 August 1996 |
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| Keywords: | Mathematics Subject Classification: 60G60 60G15 60J65 |
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