The supremum of Brownian local times on Hölder curves |
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| Authors: | Richard F Bass Krzysztof Burdzy |
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| Institution: | a Department of Mathematics, University of Connecticut, Storrs, CT 06269, USA;b Department of Mathematics, University of Washington, Box 354350, Seattle, WA 98195-4350, USA |
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| Abstract: | For 
, we consider Lft, the local time of space-time Brownian motion on the curve f. Let 
be the class of all functions whose Hölder norm of order α is less than or equal to 1. We show that the supremum of Lf1 over f in
is finite if α>1/2 and infinite if α<1/2. |
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| Keywords: | Mathematical subject codes: 60J65 60J55 |
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