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Points of increase of the Brownian sheet
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  • Published: May 1997

Points of increase of the Brownian sheet

  • Robert C. Dalang1 &
  • T. Mountford2 

Probability Theory and Related Fields volume 108, pages 1–27 (1997)Cite this article

  • 103 Accesses

  • 11 Citations

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Summary.

It is well-known that Brownian motion has no points of increase. We show that an analogous statement for the Brownian sheet is false. More precisely, for the standard Brownian sheet in the positive quadrant, we prove that there exist monotone curves along which the sheet has a point of increase.

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Authors and Affiliations

  1. Département de Mathématiques, Ecole Polytechnique Fédérale, CH-1015 Lausanne, Switzerland. (dalang@math.epfl.ch) , , , , , , CH

    Robert C. Dalang

  2. Department of Mathematics, University of California, Los Angeles, CA 90024, USA, , , , , , US

    T. Mountford

Authors
  1. Robert C. Dalang
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  2. T. Mountford
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Additional information

Received: 7 December 1994 / In revised form: 6 August 1996

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Cite this article

Dalang, R., Mountford, T. Points of increase of the Brownian sheet. Probab Theory Relat Fields 108, 1–27 (1997). https://doi.org/10.1007/s004400050099

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  • Issue Date: May 1997

  • DOI: https://doi.org/10.1007/s004400050099

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  • Mathematics Subject Classification: 60G60
  • 60G15
  • 60J65
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