The exact Hausdorff measure of Brownian multiple points

@inproceedings{Gall1986TheEH,
  title={The exact Hausdorff measure of Brownian multiple points},
  author={J. F. Le Gall},
  year={1986}
}
The purpose of this note is to sharpen a result established in [5] concerning the Hausdorff measure of the set of multiple points of a d-dimensiohal Brownian motion. Let X = (Xt, t ≥ 0) denote a standard two-dimensional Brownian motion and, for every integer k ≥ 1, let Mk, denote the set of k-multiple points of X (a point z is said to be k-multiple if there exist k distinct times \(0 \leqslant t_1 < \ldots < t_k \) such that \(X_{t_1 } = \ldots = X_{t_k } = z \)). A canonical measure on Mk, can… CONTINUE READING