Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Brownian sheet and capacity

Auteur(s):

Code(s) de Classification MSC:

Résumé: The main goal of this paper is to present an explicit capacity estimate for hitting probabilities of the Brownian sheet. As applications, we determine the escape rates of the Brownian sheet, and also obtain a local intersection equivalence between the Brownian sheet and the additive Brownian motion. Other applications concern quasi--sure properties in Wiener space.

Mots Clés: capacity ; hitting probability ; escape rate ; local intersection equivalence ; Brownian sheet ; additive Brownian motion

Date: 1999-04-13

Prépublication numéro: PMA-497