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Showing 2004 · math.PRShow all
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math.PR2004
Images of the Brownian Sheet
Davar Khoshnevisan, Yimin Xiao
An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positiv…
math.PR2004★ 41 cited
Levy processes: Capacity and Hausdorff dimension
Davar Khoshnevisan, Yimin Xiao
We use the recently-developed multiparameter theory of additive Levy processes to establish novel connections between an arbitrary Levy process in , and a new cla…