A. Klenke

most citedThe multifractal spectrum of Brownian intersection local times

22 citations · 22 across the 2 of their papers we have counts for

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math.PR2008

Multiple intersection exponents

Achim Klenke, Peter Mörters

Let $p \geq 2$ , $n_{1} \leq ... \leq n_{p}$ be positive integers and $B_{1}^{1}, ..., B_{n_{1}}^{1}; ...; B_{1}^{p}, ..., B_{n_{p}}^{p}$ be independent planar Brownian motions started uniformly on the bound…

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…