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Showing 2005 · math.PRShow all
3 papers · 2 filters
math.PR2005★ 22 cited
The multifractal spectrum of Brownian intersection local times
Achim Klenke, Peter Morters
Let \ell be the projected intersection local time of two independent Brownian paths in R^d for d=2,3. We determine the lower tail of the random variable \ell(U), where U is the uni…
math.PR2005★ 1 cited
A unifying class of Skorokhod embeddings: connecting the Azema-Yor and Vallois embeddings
A. M. G. Cox, D. G. Hobson
In this paper we consider the Skorokhod embedding problem in Brownian motion. In particular, we give a solution based on the local time at zero of a variably skewed Brownian motion…
math.PR2005★ 67 cited
The universality classes in the parabolic Anderson model
Remco van der Hofstad, Wolfgang Koenig, Peter Moerters
We discuss the long time behaviour of the parabolic Anderson model, the Cauchy problem for the heat equation with random potential on . We consider general i.i.d. potentials…